Analyzing mortality bond indexes via hierarchical forecast reconciliation
By Han Li, Qihe Tang
| Year of publication: |
2019
|
|---|---|
| Authors: | Li, Han ; Tang, Qihe |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 823-846
|
| Subject: | Forecast reconciliation | probabilistic forecast | time-series models | mortality | modeling | the Kortis bond | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Anleihe | Bond | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.19 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125174