Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - 2008
DISCUSSION PAPER PI-0802
Evaluating the Goodness of Fit of Stochastic
Mortality Models
Kevin Dowd, Andrew J … Stochastic Mortality Models
Kevin Dowd
*
, Andrew J.G. Cairns
#
, David Blake
♣
Guy D. Coughlan, David Epstein, Marwa Khalaf …-Allah
♦
September 2008
Abstract
This study sets out a framework to evaluate the goodness of fit of stochastic mortality
models and …