Forecasting mortality with international linkages : a global vector-autoregression approach
Hong Li, Yanlin Shi
Year of publication: |
2021
|
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Authors: | Li, Hong ; Shi, Yanlin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 59-75
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Subject: | Co-integration | Coherent mortality forecasting | Global vector-autoregression | Hyperbolic memory process | Multiple populations | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Welt | World | Kointegration | Cointegration | Globalisierung | Globalization |
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