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~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~person:"Alai, Daniel H."
~person:"Arslan, Olcay"
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Multivariate distribution
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Generalized hyperbolic distribution
1
Generalized inverse Gaussian distribution
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Mortality
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Normal variance–mean mixture
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Olivier-Smith model
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forward-rate mortality framework
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Alai, Daniel H.
Arslan, Olcay
Hofert, Marius
3
Arias-Serna, M. Andrea
2
Bett, Nicholas
2
Caro-Lopera, Francisco J.
2
Gupta, Rangan
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Hassani, Hossein
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Kasozi, Juma
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Kurek, Bartosz
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Liu, Charlie Wusuo
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Loubes, Jean Michel
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Mesfioui, Mhamed
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2
Shemyakin, Arkady
2
Spreeuw, Jaap
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Syuhada, Khreshna
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Wójcik, Rafał
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Journal of forecasting
Risks : open access journal
Statistical Papers / Springer
Insurance / Mathematics & economics
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UNSW Business School Research Paper
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The investigation of a forward-rate mortality framework
Alai, Daniel H.
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Risks : open access journal
7
(
2019
)
2/61
,
pp. 1-22
, since dependence between ages is an observed characteristic of mortality rate improvements, we formulate a
multivariate
…
Persistent link: https://www.econbiz.de/10012018993
Saved in:
2
Variance-mean mixture of the
multivariate
skew normal distribution
Arslan, Olcay
- In:
Statistical Papers
56
(
2015
)
2
,
pp. 353-378
In this paper, we introduce a new class of
multivariate
distributions as an extension of the normal variance …
Persistent link: https://www.econbiz.de/10011241323
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