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Stabilising projections

With many stochastic models of mortality, projections of future mortality rates are done using a time seriesIn a landmark paper, Currie, Durban and Eilers (2004) introduced the idea of using P-splines as an alternative means of generating a forecast.  P-splines formed the basis of a projection tool the CMI made fr

Written by: Stephen RichardsTags: Filter information matrix by tag: P-splines, Filter information matrix by tag: time series, Filter information matrix by tag: mortality projections, Filter information matrix by tag: CMI