Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Year of publication: |
July 2017
|
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Authors: | Beutner, Eric ; Reese, Simon ; Urbain, Jean-Pierre |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 117-125
|
Subject: | Time series model | Identifiability | Lee-Carter model | Plug-in Lee-Carter model | Age-period model | Age-period-cohort model |
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