Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortality forecasting using factor models: time-varying or time-invariant factor loadings? |
scientific article |
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Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (English)
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21 June 2021
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Lee-Carter model
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long-term forecasting
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optimal `boundary' estimation
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short-term forecasting
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time-varying factor model
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