Forecasting life-table death counts with compositional data analysis and exponential smoothing gives lower point and interval errors than Lee-Carter, Hyndman-Ullah, and random-walk benchmarks on Australian data, and it supports temporary annuity pricing.
Forecasting age distribution of death counts: An application to annuity pricing
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.AP 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Forecasting age distribution of death counts: An application to annuity pricing
Forecasting life-table death counts with compositional data analysis and exponential smoothing gives lower point and interval errors than Lee-Carter, Hyndman-Ullah, and random-walk benchmarks on Australian data, and it supports temporary annuity pricing.