Backtesting stochastic mortality models : an ex-post evaluation of multi-period-ahead density forecasts
Year of publication: |
2008
|
---|---|
Authors: | Dowd, Kevin ; Cairns, Andrew ; Blake, David ; Coughlan, Guy D. ; Ėpštejn, David B. |
Publisher: |
London : Pensions Inst., Cass Business School, City Univ. |
Subject: | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Risiko | Risk | Bewertung | Evaluation | Großbritannien | United Kingdom |
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