Modelling USA age-cohort mortality : a comparison of multi-factor affine mortality models
Year of publication: |
2022
|
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Authors: | Huang, Zhiping ; Sherris, Michael ; Villegas, Andrés M. ; Ziveyi, Jonathan |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 9, Art.-No. 183, p. 1-28
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Subject: | mortality models | continuous time | cohort curve | affine rates | Kalman filter | USA | United States | Sterblichkeit | Mortality | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks10090183 [DOI] |
Classification: | G22 - Insurance; Insurance Companies ; C13 - Estimation ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; J11 - Demographic Trends and Forecasts |
Source: | ECONIS - Online Catalogue of the ZBW |
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