Coherent forecasting of mortality rates : a sparse vector-autoregression approach
By Hong Li and Yang Lu
| Year of publication: |
2017
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|---|---|
| Authors: | Li, Hong |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 2, p. 563-600
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| Subject: | cohort effect | spatial co-integration | penalized least square | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Kohortenanalyse | Cohort analysis | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory |