Incorporating statistical clustering methods into mortality models to improve forecasting performances
Cary Chi-Liang Tsai, Echo Sihan Cheng
| Year of publication: |
2021
|
|---|---|
| Authors: | Tsai, Cary Chi-Liang ; Cheng, Echo Sihan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 42-62
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| Subject: | Bayesian model selection | CBD model | Gaussian mixture model clustering | Hierarchical clustering | K-means clustering | Lee-Carter model | Modellierung | Scientific modelling | Prognoseverfahren | Forecasting model | Regionales Cluster | Regional cluster | Bayes-Statistik | Bayesian inference | Clusteranalyse | Cluster analysis | Sterblichkeit | Mortality | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649207