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Forecasting mortality rates with a coherent ensemble averaging approach
16 references·0 citing·28 second hop
Forecasting mortality rates with a coherent ensemble averaging approach (2022)Forecasting mortality rates with a cohere…Future life expectancy in 35 industrialised countries: projections with a Bayesian model ensemble (2017)Future life expectancy in 35 …COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (2017)COHERENT FORECASTING OF MORTA…Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections (2013)Extending the Lee-Carter Meth…COMPARISON OF MODEL AVERAGING TECHNIQUES: ASSESSING GROWTH DETERMINANTS (2012)COMPARISON OF MODEL AVERAGING…Combining expert forecasts: Can anything beat the simple average? (2012)Combining expert forecasts: C…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Robust forecasting of mortality and fertility rates: A functional data approach (2006)Robust forecasting of mortali…Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006)Lee-Carter mortality forecast…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Coherent mortality forecasts for a group of populations: An extension of the lee-carter method (2005)Coherent mortality forecasts …A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…A Linear Poisson Autoregressive Model: The Poisson AR(p) Model (2001)A Linear Poisson Autoregressi…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…The Combination of Forecasts (1969)The Combination of ForecastsPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Broken Limits to Life Expectancy (2002)Demographic forecasting: 1980 to 2005 in review (2006)The Outlook for Population Growth (2011)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Time Series Analysis: Forecasting and Control (1977)A state space framework for automatic forecasting using exponential smoothing methods (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Introduction to Stochastic Programming (2011)Recent advances in robust optimization: An overview (2013)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Distributionally Robust Convex Optimization (2014)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)The Association Between Income and Life Expectancy in the United States, 2001-2014 (2016)Life Crafting as a Way to Find Purpose and Meaning in Life (2019)Association of Childhood Adversity With Morbidity and Mortality in US Adults (2021)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Mortality Modelling and Forecasting: a Review of Methods (2008)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2017Future life expectancy in 35 industrialised countries: projections with a Bayesian model ensemble1,221 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2006Robust forecasting of mortality and fertility rates: A functional data approach675 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
  • 2012Combining expert forecasts: Can anything beat the simple average?314 cited
  • 2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions248 cited
  • 2001A Linear Poisson Autoregressive Model: The Poisson AR(p) Model131 cited
  • 2013Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections124 cited

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2012
COMPARISON OF MODEL AVERAGING TECHNIQUES: ASSESSING GROWTH DETERMINANTS
75 cited
  • 2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH60 cited
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