Maccheroni, Carlo; Nocito, Samuel - In: Risks : open access journal 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...