Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
Lingyu He, Fei Huang, Jianjie Shi, Yanrong Yang
| Year of publication: |
2021
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|---|---|
| Authors: | He, Lingyu ; Huang, Fei ; Shi, Jianjie ; Yang, Yanrong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 14-34
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| Subject: | Lee-Carter model | Long-term forecasting | Optimal "boundary" estimation | Short-term forecasting | Time-varying factor model | Prognoseverfahren | Forecasting model | Sterblichkeit | Mortality | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545273