Related references
Note: Only part of the references are listed.Approximate leave-future-out cross-validation for Bayesian time series models
Paul-Christian Burkner et al.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2020)
Projecting UK mortality by using Bayesian generalized additive models
Jason Hilton et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (2019)
Stochastic Payments per Claim Incurred
Guangyuan Gao et al.
NORTH AMERICAN ACTUARIAL JOURNAL (2019)
Evaluating Probabilistic Forecasts with scoringRules
Alexander Jordan et al.
JOURNAL OF STATISTICAL SOFTWARE (2019)
Using Stacking to Average Bayesian Predictive Distributions (with Discussion)
Yuling Yao et al.
BAYESIAN ANALYSIS (2018)
PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
Gary Venter et al.
ASTIN BULLETIN (2018)
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
Aki Vehtari et al.
STATISTICS AND COMPUTING (2017)
A tutorial on bridge sampling
Quentin F. Gronau et al.
JOURNAL OF MATHEMATICAL PSYCHOLOGY (2017)
Stan: A Probabilistic Programming Language
Bob Carpenter et al.
JOURNAL OF STATISTICAL SOFTWARE (2017)
The impact of multiple structural changes on mortality predictions
Frank van Berkum et al.
SCANDINAVIAN ACTUARIAL JOURNAL (2016)
On fitting generalized linear and non-linear models of mortality
Iain D. Currie
SCANDINAVIAN ACTUARIAL JOURNAL (2016)
Bayesian Poisson log-bilinear models for mortality projections with multiple populations
Katrien Antonio et al.
EUROPEAN ACTUARIAL JOURNAL (2015)
Point and interval forecasts of age-specific life expectancies: A model averaging approach
Han Lin Shang
DEMOGRAPHIC RESEARCH (2012)
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
Gary Koop et al.
INTERNATIONAL ECONOMIC REVIEW (2012)
Analysis of Finnish and Swedish mortality data with stochastic mortality models
Enrico Lovasz
EUROPEAN ACTUARIAL JOURNAL (2011)
Default Bayesian model determination methods for generalised linear mixed models
Antony M. Overstall et al.
COMPUTATIONAL STATISTICS & DATA ANALYSIS (2010)
A QUANTITATIVE COMPARISON OF STOCHASTIC MORTALITY MODELS USING DATA FROM ENGLAND AND WALES AND THE UNITED STATES
Andrew Cairns et al.
NORTH AMERICAN ACTUARIAL JOURNAL (2009)
Negative binomial version of the Lee-Carter model for mortality forecasting
Antoine Delwarde et al.
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (2007)
A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration
Andrew J. G. Cairns et al.
JOURNAL OF RISK AND INSURANCE (2006)
A Bayesian forecasting model: predicting US male mortality
Claudia Pedroza
BIOSTATISTICS (2006)
Benchmark priors for Bayesian model averaging
C Fernández et al.
JOURNAL OF ECONOMETRICS (2001)