Multi-population mortality modeling : when the data is too much and not enough
Ko-Lun Kung, Richard D. MacMinn, Weiyu Kuo, Chenghsien Jason Tsai
| Year of publication: |
2022
|
|---|---|
| Authors: | Kung, Ko-Lun ; MacMinn, Richard D. ; Kuo, Weiyu ; Tsai, Chenghsien Jason |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 103.2022, p. 41-55
|
| Subject: | Approximate factor model | Correlation | Idiosyncratic heteroskedasticity | Mahalanobis distance | Multi-population mortality | Sterblichkeit | Mortality | Korrelation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198325