2 papers
stat.AP2022
Cause-of-death contributions to declining mortality improvements and life expectancies using cause-specific scenarios
Alexander M. T. L. Yiu, Torsten Kleinow, George Streftaris
In recent years, improvements in all-cause mortality rates and life expectancies for males and females in England and Wales have slowed down. In this paper, cause-specific mortalit…
stat.AP2018
Minimum reversion in multivariate time series
Torsten Kleinow, Michel Vellekoop
We propose a new multivariate time series model in which we assume that each component has a tendency to revert to the minimum of all components. Such a specification is useful to…