Grouped multivariate and functional time series forecasting: An application to annuity pricing

Business & Economics

• Time Series Forecasting 77%
• Annuities 75%
• Mortality Rate 58%
• Pricing 42%
• Forecast Accuracy 35%
• Forecasting Method 34%
• Mortality 29%
• Point Forecasts 28%
• Time Series Methods 14%
• Multivariate Time Series 13%
• Pensions 12%
• Socioeconomic Status 12%
• Social Policy 12%
• Insurance Industry 11%
• Grouping 10%
• Data Base 9%
• Maturity 8%
• Ethnic Groups 8%
• Socioeconomic 8%
• Japan 7%
• Industry 3%
• Factors 3%

Mathematics

• Time Series Forecasting 100%
• Forecast 75%
• Pricing 69%
• Mortality Rate 46%
• Mortality 23%
• Forecasting 16%
• Multivariate Time Series 9%
• Japan 9%
• Grouping 8%
• Insurance 7%
• Industry 7%
• Policy 6%
• Attribute 6%
• Time series 6%
• Subgroup 4%
• Term 3%