A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Year of publication: |
2017
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Authors: | Fung, Man Chung ; Peters, Gareth ; Shevchenko, Pavel V. |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 11.2017, 2, p. 343-389
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Subject: | Mortality modelling | State-space model | Stochastic volatility | Bayesian inference | Particle Markov chain Monte Carlo | Sterblichkeit | Mortality | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Schätzung | Estimation |
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