A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Man Chung Fung, Gareth W. Peters, Pavel V. Shevchenko
| 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 | Zustandsraummodell | State space model | Bayes-Statistik | Schätztheorie | Estimation theory | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499517000069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011820669