23 citations · 80 across the 7 of their papers we have counts for
7 papers
Forecasting Fertility with Parametric Mixture Models
Jason Hilton, Erengul Dodd, Jonathan J. Forster +2
This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertili…
Bayesian forecasting of mortality rates using latent Gaussian models
Angelos Alexopoulos, Petros Dellaportas, Jonathan J. Forster
We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume…
Projecting UK Mortality using Bayesian Generalised Additive Models
Jason Hilton, Erengul Dodd, Jonathan J. Forster +1
Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies a…
A Tutorial on Bridge Sampling
Quentin F. Gronau, Alexandra Sarafoglou, Dora Matzke +7
The marginal likelihood plays an important role in many areas of Bayesian statistics such as parameter estimation, model comparison, and model averaging. In most applications, howe…
The Whetstone and the Alum Block: Balanced Objective Bayesian Comparison of Nested Models for Discrete Data
Guido Consonni, Jonathan J. Forster, Luca La Rocca
When two nested models are compared, using a Bayes factor, from an objective standpoint, two seemingly conflicting issues emerge at the time of choosing parameter priors under the…
Modelling time and vintage variability in retail credit portfolios: the decomposition approach
Jonathan J. Forster, Agus Sudjianto
In this paper, we consider the problem of modelling historical data on retail credit portfolio performance, with a view to forecasting future performance, and facilitating strategi…