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Statistical inference for Lee-Carter mortality model and corresponding forecasts
Recurso electrónico / Electronic resource
Collection: Articles
Title: Statistical inference for Lee-Carter mortality model and corresponding forecasts / Qing Liu, Chen Ling, Liang PengAuthor: Liu, Qing ‌
Notes: Sumario: This 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.Related records: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 02/09/2019 Tomo 23 Número 3 - 2019 , p. 335-363Materia / lugar / evento: Cálculo actuarial ‌Modelos actuariales ‌Esperanza de vida ‌Mortalidad ‌Estadística ‌Otros autores: Ling, Chen ‌
Peng, Liang ‌
Other categories: 6
Rights: In Copyright (InC)
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