A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Chou-Wen Wang, Hong-Chih Huang and I-Chien Liu
| Year of publication: |
2011
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| Authors: | Wang, Chou-wen ; Huang, Hong-chih ; Liu, I-chien |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 1018-5895, ZDB-ID 196109-3. - Vol. 36.2011, 4, p. 675-696
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| Subject: | stochastic mortality model | non-Gaussian distributions | mortality jumps | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model |
| 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/10009503485