Statistical inference for Lee-Carter mortality model and corresponding forecasts
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20190035347 | ||
| 003 | MAP | ||
| 005 | 20200102153153.0 | ||
| 008 | 191227e20190902usa|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20190008754$aLiu, Qing | ||
| 245 | 1 | 0 | $aStatistical inference for Lee-Carter mortality model and corresponding forecasts$cQing Liu, Chen Ling, Liang Peng |
| 520 | $aThis article proposes a modified Lee-Carter model, provides a rigorous statistical inference, and derives the asymptotic distributions of the proposed estimators and unit root test when the mortality index is nearly integrated and errors in the model satisfy some mixing conditions. After a unit root hypothesis is not rejected, future mortality forecasts can be obtained via the proposed inference. | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080592011$aModelos actuariales | |
| 650 | 4 | $0MAPA20080580377$aEsperanza de vida | |
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 650 | 4 | $0MAPA20080558215$aEstadística | |
| 700 | 1 | $0MAPA20190016810$aLing, Chen | |
| 700 | $0MAPA20080653569$aPeng, Liang | ||
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g02/09/2019 Tomo 23 Número 3 - 2019 , p. 335-363 |