A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Rosella Giacometti; Marida Bertocchi; Svetlozar T. Rachev; Frank J. Fabozzi
| Year of publication: |
2012
|
|---|---|
| Authors: | Giacometti, Rosella ; Bertocchi, Marida ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 85-93
|
| Subject: | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009501697