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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series forecasting methods to produce point forecasts of mortality ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities