Modeling mortality with a Bayesian vector autoregression
Year of publication: |
2020
|
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Authors: | Njenga, Carolyn Ndigwako ; Sherris, Michael |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 94.2020, p. 40-57
|
Subject: | Mortality | Parameter risk | Vector auto-regression | Bayesian vector auto-regression | Heligman-Pollard model | Sterblichkeit | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory |
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