Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Francesco Ungolo, Len Patrick Dominic M. Garces, Michael Sherris, and Yuxin Zhou
| Alternative title: | Multi-factor, age-cohort, affine mortality models |
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| Year of publication: |
[2023] ; [Revision]
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| Authors: | Ungolo, Francesco ; Garces, Len Patrick Dominic M. ; Sherris, Michael ; Zhou, Yuxin |
| Publisher: |
[Kensington, NSW] : CEPAR, ARC Centre of Excellence in Population Ageing Research |
| Subject: | Longevity Risk | Kalman filter | State-space models | Affine mortality models | Sterblichkeit | Mortality | Zustandsraummodell | State space model | Risikomodell | Risk model | Schätztheorie | Estimation theory | Versicherungsmathematik | Actuarial mathematics | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
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| Series: | Working paper. - Kensington, NSW : CEPAR, ARC Centre of Excellence in Population Ageing Research, ZDB-ID 2845546-0. - Vol. 2021, 26 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014458542