Incorporating statistical clustering methods into mortality models to improve forecasting performances
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
|
Subject: | Bayesian model selection | CBD model | Gaussian mixture model clustering | Hierarchical clustering | K-means clustering | Lee-Carter model | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Sterblichkeit | Mortality | Theorie | Theory |
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