Forecasting mortality rate improvements with a high-dimensional VAR
Quentin Guibert, Olivier Lopez, Pierrick Piette
| Year of publication: |
2019
|
|---|---|
| Authors: | Guibert, Quentin ; Lopez, Olivier ; Piette, Pierrick |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 255-272
|
| Subject: | Mortality forecasting | High-dimensional time series | Vector autoregression | Elastic-net | Age-cohort effect | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105577