Li, Han; Hyndman, Rob J. Assessing mortality inequality in the U.S.: what can be said about the future? (English) Zbl 1467.91145 Insur. Math. Econ. 99, 152-162 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{H. Li} and \textit{R. J. Hyndman}, Insur. Math. Econ. 99, 152--162 (2021; Zbl 1467.91145) Full Text: DOI OpenURL
Kourentzes, Nikolaos; Athanasopoulos, George Elucidate structure in intermittent demand series. (English) Zbl 1487.90029 Eur. J. Oper. Res. 288, No. 1, 141-152 (2021). MSC: 90B05 62M10 62M20 PDF BibTeX XML Cite \textit{N. Kourentzes} and \textit{G. Athanasopoulos}, Eur. J. Oper. Res. 288, No. 1, 141--152 (2021; Zbl 1487.90029) Full Text: DOI OpenURL
Wickramasuriya, Shanika L.; Turlach, Berwin A.; Hyndman, Rob J. Optimal non-negative forecast reconciliation. (English) Zbl 1452.62706 Stat. Comput. 30, No. 5, 1167-1182 (2020). MSC: 62M30 62M20 62M10 PDF BibTeX XML Cite \textit{S. L. Wickramasuriya} et al., Stat. Comput. 30, No. 5, 1167--1182 (2020; Zbl 1452.62706) Full Text: DOI Link OpenURL
Shang, Han Lin; Haberman, Steven Forecasting multiple functional time series in a group structure: an application to mortality. (English) Zbl 1447.91148 ASTIN Bull. 50, No. 2, 357-379 (2020). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{H. L. Shang} and \textit{S. Haberman}, ASTIN Bull. 50, No. 2, 357--379 (2020; Zbl 1447.91148) Full Text: DOI arXiv Link OpenURL
Shang, Han Lin Dynamic principal component regression for forecasting functional time series in a group structure. (English) Zbl 1447.91147 Scand. Actuar. J. 2020, No. 4, 307-322 (2020). MSC: 91G05 62P05 62H25 PDF BibTeX XML Cite \textit{H. L. Shang}, Scand. Actuar. J. 2020, No. 4, 307--322 (2020; Zbl 1447.91147) Full Text: DOI arXiv OpenURL
Nystrup, Peter; Lindström, Erik; Pinson, Pierre; Madsen, Henrik Temporal hierarchies with autocorrelation for load forecasting. (English) Zbl 1430.62210 Eur. J. Oper. Res. 280, No. 3, 876-888 (2020). MSC: 62M20 62M09 PDF BibTeX XML Cite \textit{P. Nystrup} et al., Eur. J. Oper. Res. 280, No. 3, 876--888 (2020; Zbl 1430.62210) Full Text: DOI OpenURL
Li, Han; Tang, Qihe Analyzing mortality bond indexes via hierarchical forecast reconciliation. (English) Zbl 1427.91236 ASTIN Bull. 49, No. 3, 823-846 (2019). MSC: 91G05 62P05 62M10 PDF BibTeX XML Cite \textit{H. Li} and \textit{Q. Tang}, ASTIN Bull. 49, No. 3, 823--846 (2019; Zbl 1427.91236) Full Text: DOI OpenURL
Li, Han; Li, Hong; Lu, Yang; Panagiotelis, Anastasios A forecast reconciliation approach to cause-of-death mortality modeling. (English) Zbl 1411.91298 Insur. Math. Econ. 86, 122-133 (2019). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 86, 122--133 (2019; Zbl 1411.91298) Full Text: DOI OpenURL
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, Nikolaos; Petropoulos, Fotios Forecasting with temporal hierarchies. (English) Zbl 1403.62154 Eur. J. Oper. Res. 262, No. 1, 60-74 (2017). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{G. Athanasopoulos} et al., Eur. J. Oper. Res. 262, No. 1, 60--74 (2017; Zbl 1403.62154) Full Text: DOI Link OpenURL
Shang, Han Lin; Haberman, Steven Grouped multivariate and functional time series forecasting: an application to annuity pricing. (English) Zbl 1394.62146 Insur. Math. Econ. 75, 166-179 (2017). MSC: 62P05 62M10 62M20 91D20 PDF BibTeX XML Cite \textit{H. L. Shang} and \textit{S. Haberman}, Insur. Math. Econ. 75, 166--179 (2017; Zbl 1394.62146) Full Text: DOI arXiv OpenURL