Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Eric Beutner, Simon Reese, Jean-Pierre Urbain
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Beutner, Eric ; Reese, Simon ; Urbain, Jean-Pierre |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 117-125
|
| Subject: | Time series model | Identifiability | Lee-Carter model | Plug-in Lee-Carter model | Age-period model | Age-period-cohort model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740783