A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
| Year of publication: |
2012
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|---|---|
| Authors: | Giacometti, Rosella ; Bertocchi, Marida ; Rachev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 50.2012, 1, p. 85-94
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