PENGJIE WANG

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

  • Monash University

SCHOLARLY PAPERS

2

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155

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Scholarly Papers (2)

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1.

Multi-population Mortality Projection: The Augmented Common Factor Model with Structural Breaks

International Journal of Forecasting, Volume 39, Issue 1, pp 450-469, January–March 2023, DOI: 10.1016/j.ijforecast.2021.12.002
Number of pages: 61 Posted: 23 Jun 2020 Last Revised: 13 Jan 2023
PENGJIE WANG, Athanasios A. Pantelous and Farshid Vahid
Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 125 (343,248)
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Multi-population mortality projection; Augmented Common Factor (ACF) model; Structural change; Bayesian statistics

2.

Multi-Population Mortality Modelling: A Bayesian Approach

Number of pages: 36 Posted: 04 Jun 2022
Dan Zhu, Jianjie Shi, Yanlin Shi and PENGJIE WANG
Monash University - Department of Econometrics & Business Statistics, Monash University, Macquarie University, Macquarie Business School and Monash University
Downloads 30 (700,602)

Abstract:

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Lee-Carter Model, Multi-population Approach, Markov Chain Monte Carlo, Vector Error