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Forecasting mortality rate improvements with a high-dimensional VAR

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https://hal.archives-ouvertes.fr/hal-02402342
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Submitted on : Wednesday, July 20, 2022 - 1:46:07 PM
Last modification on : Friday, August 5, 2022 - 3:00:05 PM

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Quentin Guibert, Pierrick Piette, Olivier Lopez. Forecasting mortality rate improvements with a high-dimensional VAR. Insurance: Mathematics and Economics, Elsevier, 2019, 88, pp.255-272. ⟨10.1016/j.insmatheco.2019.07.004⟩. ⟨hal-02402342⟩

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