Deterministic and stochastic trends in the Lee-Carter mortality model
Laurent Callot, Niels Haldrup and Malene Kallestrup-Lamb
| Year of publication: |
June 2016
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|---|---|
| Authors: | Callot, Laurent ; Haldrup, Niels ; Kallestrup-Lamb, Malene |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 7/9, p. 486-493
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| Subject: | Mortality modelling | factor models | principal components | stochastic and deterministic trends | Sterblichkeit | Mortality | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1083075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011627706