Maccheroni, Carlo; Nocito, Samuel - In: Risks 5 (2017) 3, pp. 1-23
This work proposes a backtesting analysis that compares the Lee-Carter and the Cairns-Blake-Dowd mortality models, employing Italian data. The mortality data come from the Italian National Statistics Institute (ISTAT) database and span the period 1975-2014, over which we computed...
