Five different distributions for the Lee-Carter model of mortality forecasting : a comparison using GAS models
César Neves, Cristiano Fernandes, Henrique Hoeltgebaum
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Neves, César da Rocha ; Fernandes, Cristiano Augusto Coelho ; Hoeltgebaum, Henrique |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 48-57
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| Subject: | GAS models | Mortality rates | Lee-Carter model | Forecasting | Observation-driven time series models | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740710