Mortality models incorporating long memory for life table estimation : a comprehensive analysis
Hongxuan Yan, Gareth W. Peters and Jennifer Chan
| Year of publication: |
2021
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|---|---|
| Authors: | Yan, Hongxuan ; Peters, Gareth ; Chan, Jennifer |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 3, p. 567-604
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| Subject: | Bayesian inference | Fractional integrated model | GLARMA | Lee-Carter model | Life expectancy | Life table | Long memory | Sterblichkeit | Mortality | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Theorie | Theory | Bayes-Statistik | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656709