Multivariate time series modeling, estimation and prediction of mortalities
Erland Ekheden, Ola Hössjer (Department of Mathematics, Div. of Mathematical Statistics, Stockholm University, Stockholm, Sweden)
| Year of publication: |
2015
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|---|---|
| Authors: | Ekheden, Erland ; Hössjer, Ola |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 156-171
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| Subject: | Best linear unbiased predictor | Generalized least squares | Longevity | Mortality prediction | Multivariate time series | Overdispersion | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428648