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View article: A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting
A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting Open
Accurate forecasts of weekly mortality are essential for public health and the insurance industry. We develop a forecasting framework that extends the Lee-Carter model with age- and region-specific seasonal effects and penalized distribute…
View article: The short-term association between environmental variables and mortality: evidence from Europe
The short-term association between environmental variables and mortality: evidence from Europe Open
Using fine-grained, publicly available data, this article studies the short-term association between environmental factors, i.e. weather and air pollution characteristics, and weekly mortality rates in small European regions. Hereto, we de…
View article: The short-term association between environmental variables and mortality: evidence from Europe
The short-term association between environmental variables and mortality: evidence from Europe Open
Using fine-grained, publicly available data, this paper studies the short-term association between environmental factors, i.e., weather and air pollution characteristics, and weekly mortality rates in small geographical regions in Europe. …
View article: Catastrophe risk in a stochastic multi‐population mortality model
Catastrophe risk in a stochastic multi‐population mortality model Open
This paper incorporates mortality shocks in the scenarios for future mortality rates produced by a stochastic multi‐population mortality model. Hereto, the proposed model combines a decreasing stochastic mortality trend with a mechanism th…
View article: Catastrophe Risk in a Stochastic Multi-Population Mortality Model
Catastrophe Risk in a Stochastic Multi-Population Mortality Model Open
This paper presents an approach to incorporate mortality shocks into mortality projections produced by a stochastic multi-population mortality model. The proposed model combines a decreasing stochastic mortality trend with a regime-switchi…
View article: Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model
Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model Open
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and …
View article: Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model (preprint)
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model (preprint) Open
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper we put focus on the Li & Lee…
View article: Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model Open
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper we put focus on the Li & Lee…
View article: Assessing the impact of the COVID-19 shock on a stochastic\n multi-population mortality model
Assessing the impact of the COVID-19 shock on a stochastic\n multi-population mortality model Open
We aim to assess the impact of a pandemic data point on the calibration of a\nstochastic multi-population mortality projection model and its resulting\nprojections for future mortality rates. Throughout the paper we put focus on\nthe Li & …