Identifiability, cointegration and the gravity model
Year of publication: |
2015
|
---|---|
Authors: | Hunt, Andrew ; Blake, David |
Publisher: |
London : Pensions Inst., Cass Business School, City Univ. |
Subject: | Mortality modelling | Age/period/cohort models | Multi-population modelling | Coherent mortality projection | Gravity model | Sterblichkeit | Mortality | Gravitationsmodell | Theorie | Theory | Schätzung | Estimation | Kointegration | Cointegration |
-
Identifiability, cointegration and the gravity model
Hunt, Andrew, (2018)
-
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew, (2015)
-
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew, (2015)
- More ...
-
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew, (2016)
-
Identifiability in age/period mortality models
Hunt, Andrew, (2015)
-
Identifiability in age/period/cohort mortality models
Hunt, Andrew, (2015)
- More ...