Bias-corrected inference for a modified Lee-Carter mortality model
By Qing Liu, Chen Ling, Deyuan Li, Liang Peng
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Qing ; Ling, Chen ; Li, Deyuan ; Peng, Liang |
| 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, 2, p. 433-455
|
| Subject: | AR(1) model | bias-corrected estimation | Lee-Carter mortality model | forecast | stationary | unit root | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056606