Smoothing poisson common factor model for projecting mortality jointly for both sexes
Year of publication: |
2018
|
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Authors: | Pitt, David C. ; Li, Jackie ; Lim, Tian Kang |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 2, p. 509-541
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Subject: | Generalised linear models | Poisson common factor model | smoothing | joint modelling of both sexes | Zeitreihenanalyse | Time series analysis | Sterblichkeit | Mortality | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
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