Pitfalls and merits of cointegration-based mortality models
Year of publication: |
2020
|
---|---|
Authors: | Jarner, Søren F. ; Jallbjørn, Snorre |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 90.2020, p. 80-93
|
Subject: | CBD-model | Coherence | Cointegration | Identification invariance | Lee-Carter model | Mortality modelling | Sterblichkeit | Mortality | Kointegration | Theorie | Theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
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