Mortality Forecasting using Factor Models: Time-varying or Time-invariant Factor Loadings?

Published in Insurance: Mathematics and Economics, 2021

Recommended citation: He, L., Huang, F., Shi, J., & Yang, Y., Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?, Insurance: Mathematics and Economics, Volume 98, 2021, Pages 14-34. https://doi.org/10.1016/j.insmatheco.2021.01.006