Multivariate long-memory cohort mortality models
by Hongxuan Yan, Gareth W. Peters and Jennifer S.K. Chan
| Year of publication: |
2020
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|---|---|
| Authors: | Yan, Hongxuan ; Peters, Gareth W. ; Chan, Jennifer S. K. |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 1, p. 223-263
|
| Subject: | Life table | Gegenbauer polynomial | Lee-Carter cohort model | long memory | Bayesian inference | Zeitreihenanalyse | Time series analysis | Sterblichkeit | Mortality | Kohortenanalyse | Cohort analysis | Bayes-Statistik | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.35 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194127