General quantile time series regressions for applications in population demographics

The paper addresses three objectives: the first is a presentation and overview of some important developments in quantile times series approaches relevant to demographic applications—secondly, development of a general framework to represent quantile regression models in a unifying manner, which can...

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Bibliographic Details
Main Author: Peters, G.W (Author)
Format: Article
Language:English
Published: MDPI AG 2018
Subjects:
Online Access:View Fulltext in Publisher
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008 220706s2018 CNT 000 0 und d
020 |a 22279091 (ISSN) 
245 1 0 |a General quantile time series regressions for applications in population demographics 
260 0 |b MDPI AG  |c 2018 
856 |z View Fulltext in Publisher  |u https://doi.org/10.3390/risks6030097 
520 3 |a The paper addresses three objectives: the first is a presentation and overview of some important developments in quantile times series approaches relevant to demographic applications—secondly, development of a general framework to represent quantile regression models in a unifying manner, which can further enhance practical extensions and assist in formation of connections between existing models for practitioners. In this regard, the core theme of the paper is to provide perspectives to a general audience of core components that go into construction of a quantile time series model. The third objective is to compare and discuss the application of the different quantile time series models on several sets of interesting demographic and mortality related time series data sets. This has relevance to life insurance analysis and the resulting exploration undertaken includes applications in mortality, fertility, births and morbidity data for several countries, with a more detailed analysis of regional data in England, Wales and Scotland. © 2018 by the authors. Licensee MDPI, Basel, Switzerland. 
650 0 4 |a Demographic modelling 
650 0 4 |a Mortality modelling 
650 0 4 |a Quantile regression 
650 0 4 |a Quantile time series 
700 1 |a Peters, G.W.  |e author 
773 |t Risks