Parameter risk in time-series mortality forecasts
Torsten Kleinow and Stephen J. Richards
| Year of publication: |
August-December 2017
|
|---|---|
| Authors: | Kleinow, Torsten ; Richards, Stephen J. |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 9, p. 804-828
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| Subject: | Mortality projections | parameter risk | ARIMA models | Solvency II | VaR | CTE | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Prognose | Forecast | Risikomaß | Risk measure | VAR-Modell | VAR model | ARMA-Modell | ARMA model | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1255655 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848682