A parametric factor model of the term structure of mortality
Year of publication: |
2018
|
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Authors: | Haldrup, Niels ; Rosenskjold, Carsten P. T. |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 7.2018, 1, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | mortality forecasting | term structure of mortality | factor modelling | cointegration |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics7010009 [DOI] 1668921472 [GVK] hdl:10419/247509 [Handle] |
Classification: | C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models ; J10 - Demographic Economics. General ; J11 - Demographic Trends and Forecasts ; G22 - Insurance; Insurance Companies |
Source: |
-
A parametric factor model of the term structure of mortality
Haldrup, Niels, (2018)
-
Mortality Surface by Means of Continuous Time Cohort Models
Jevtic, Petar, (2012)
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Mortality surface by means of continuous time cohort models
Jevtić, Petar, (2013)
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A parametric factor model of the term structure of mortality
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A parametric factor model of the term structure of mortality
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Kallestrup‐Lamb, Malene, (2020)
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