A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Year of publication: |
2011
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Authors: | Wang, Chou-wen ; Huang, Hong-chih ; Liu, I-chien |
Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 0252-1148, ZDB-ID 196109-3. - Vol. 36.2011, 4, p. 675-696
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Subject: | stochastic mortality model | non-Gaussian distributions | mortality jumps | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution |
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