Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
Year of publication: |
2021
|
---|---|
Authors: | He, Lingyu ; Huang, Fei ; Shi, Jianjie ; Yang, Yanrong |
Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 14-34
|
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 |
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