Dynamic modelling and coherent forecasting of mortality rates : a time-varying coefficient spatial-temporal autoregressive approach
Le Chang and Yanlin Shi
| Year of publication: |
2020
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|---|---|
| Authors: | Chang, Le ; Shi, Yanlin |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 9, p. 843-863
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| Subject: | Cohort effect | Mortality forecasting | multi-population modelling | spatial-temporal vector-autoregressive model | time-varying coefficient model | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1773523 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313742