Multivariate time series modeling, estimation and prediction of mortalities
Year of publication: |
2015
|
---|---|
Authors: | Ekheden, Erland ; Hössjer, Ola |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 156-171
|
Subject: | Best linear unbiased predictor | Generalized least squares | Longevity | Mortality prediction | Multivariate time series | Overdispersion | Zeitreihenanalyse | Time series analysis | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
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