Wu, Yuh-Jenn; Hong, Li-Syuan; Cheng, Li-Hsueh; Chien, Li-Chu Forecasting short-term mortality trends using Bernstein polynomials. (English) Zbl 07702515 Commun. Stat., Theory Methods 52, No. 8, 2417-2433 (2023). MSC: 62P25 65C05 PDFBibTeX XMLCite \textit{Y.-J. Wu} et al., Commun. Stat., Theory Methods 52, No. 8, 2417--2433 (2023; Zbl 07702515) Full Text: DOI
Lu, Yang; Zhu, Dan Modelling mortality: a Bayesian factor-augmented VAR (FAVAR) approach. (English) Zbl 1519.91215 ASTIN Bull. 53, No. 1, 29-61 (2023). MSC: 91G05 62P05 91D20 PDFBibTeX XMLCite \textit{Y. Lu} and \textit{D. Zhu}, ASTIN Bull. 53, No. 1, 29--61 (2023; Zbl 1519.91215) Full Text: DOI
Chang, Le; Shi, Yanlin Age-coherent mortality modeling and forecasting using a constrained sparse vector-autoregressive model. (English) Zbl 1507.91169 N. Am. Actuar. J. 26, No. 4, 591-609 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{L. Chang} and \textit{Y. Shi}, N. Am. Actuar. J. 26, No. 4, 591--609 (2022; Zbl 1507.91169) Full Text: DOI
Garnier, Rémy; Langhendries, Raphaël Concentration inequalities for non-causal random fields. (English) Zbl 1490.60129 Electron. J. Stat. 16, No. 1, 1681-1725 (2022). MSC: 60G60 60G48 60E15 68Q32 62M45 PDFBibTeX XMLCite \textit{R. Garnier} and \textit{R. Langhendries}, Electron. J. Stat. 16, No. 1, 1681--1725 (2022; Zbl 1490.60129) Full Text: DOI Link
Li, Hong; Shi, Yanlin Forecasting mortality with international linkages: a global vector-autoregression approach. (English) Zbl 1471.91470 Insur. Math. Econ. 100, 59-75 (2021). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{H. Li} and \textit{Y. Shi}, Insur. Math. Econ. 100, 59--75 (2021; Zbl 1471.91470) Full Text: DOI
Chang, Le; Shi, Yanlin Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach. (English) Zbl 1454.91172 Scand. Actuar. J. 2020, No. 9, 843-863 (2020). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{L. Chang} and \textit{Y. Shi}, Scand. Actuar. J. 2020, No. 9, 843--863 (2020; Zbl 1454.91172) Full Text: DOI Link
Guibert, Quentin; Lopez, Olivier; Piette, Pierrick Forecasting mortality rate improvements with a high-dimensional VAR. (English) Zbl 1425.91223 Insur. Math. Econ. 88, 255-272 (2019). MSC: 91B30 62P05 62M20 91D20 PDFBibTeX XMLCite \textit{Q. Guibert} et al., Insur. Math. Econ. 88, 255--272 (2019; Zbl 1425.91223) Full Text: DOI Link