Robustness and convergence in the Lee-Carter model with cohort effects
Year of publication: |
2015
|
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Authors: | Hunt, Andrew ; Villegas, Andrés M. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 186-202
|
Subject: | Lee-Carter model | Cohort effects | Mortality modelling | Robustness | Convergence | Sterblichkeit | Mortality | Kohortenanalyse | Cohort analysis | Robustes Verfahren | Robust statistics | Wirtschaftliche Konvergenz | Economic convergence | Schätzung | Estimation |
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