4.6 Article

Bayesian model averaging for mortality forecasting using leave-future-out validation

Related references

Note: Only part of the references are listed.
Article Computer Science, Interdisciplinary Applications

Approximate leave-future-out cross-validation for Bayesian time series models

Paul-Christian Burkner et al.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2020)

Article Statistics & Probability

Projecting UK mortality by using Bayesian generalized additive models

Jason Hilton et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (2019)

Article Business, Finance

Stochastic Payments per Claim Incurred

Guangyuan Gao et al.

NORTH AMERICAN ACTUARIAL JOURNAL (2019)

Article Computer Science, Interdisciplinary Applications

Evaluating Probabilistic Forecasts with scoringRules

Alexander Jordan et al.

JOURNAL OF STATISTICAL SOFTWARE (2019)

Article Mathematics, Interdisciplinary Applications

Using Stacking to Average Bayesian Predictive Distributions (with Discussion)

Yuling Yao et al.

BAYESIAN ANALYSIS (2018)

Article Computer Science, Theory & Methods

Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC

Aki Vehtari et al.

STATISTICS AND COMPUTING (2017)

Article Mathematics, Interdisciplinary Applications

A tutorial on bridge sampling

Quentin F. Gronau et al.

JOURNAL OF MATHEMATICAL PSYCHOLOGY (2017)

Article Computer Science, Interdisciplinary Applications

Stan: A Probabilistic Programming Language

Bob Carpenter et al.

JOURNAL OF STATISTICAL SOFTWARE (2017)

Article Mathematics, Interdisciplinary Applications

The impact of multiple structural changes on mortality predictions

Frank van Berkum et al.

SCANDINAVIAN ACTUARIAL JOURNAL (2016)

Article Mathematics, Interdisciplinary Applications

On fitting generalized linear and non-linear models of mortality

Iain D. Currie

SCANDINAVIAN ACTUARIAL JOURNAL (2016)

Article Ecology

Model averaging and muddled multimodel inferences

Brian S. Cade

ECOLOGY (2015)

Article Business, Finance

Bayesian Poisson log-bilinear models for mortality projections with multiple populations

Katrien Antonio et al.

EUROPEAN ACTUARIAL JOURNAL (2015)

Article Economics

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

Gary Koop et al.

INTERNATIONAL ECONOMIC REVIEW (2012)

Article Business, Finance

Analysis of Finnish and Swedish mortality data with stochastic mortality models

Enrico Lovasz

EUROPEAN ACTUARIAL JOURNAL (2011)

Article Computer Science, Interdisciplinary Applications

Default Bayesian model determination methods for generalised linear mixed models

Antony M. Overstall et al.

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2010)

Article Business, Finance

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)

Article Operations Research & Management Science

Negative binomial version of the Lee-Carter model for mortality forecasting

Antoine Delwarde et al.

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (2007)

Article Business, Finance

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)

Article Mathematical & Computational Biology

A Bayesian forecasting model: predicting US male mortality

Claudia Pedroza

BIOSTATISTICS (2006)

Article Economics

Benchmark priors for Bayesian model averaging

C Fernández et al.

JOURNAL OF ECONOMETRICS (2001)