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ArticleModeling trend processes in parametric mortality models

Matthias Börger2017

Article2017

Modeling trend processes in parametric mortality models

Matthias Börger · Johannes Schupp

11 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Probability and Risk Models

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References

2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Modeling and Forecasting U. S. Mortality 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality 2002Applying Lee-Carter under conditions of variable mortality decline 2009On Stochastic Mortality Modeling

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Year2017

Typearticle

Published2017-10-14

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations11

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2017.09.024

openalex_workW2761833757

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