A class of random field memory models for mortality forecasting

DOI10.1016/j.insmatheco.2017.08.010zbMath1422.62309OpenAlexW2523384496MaRDI QIDQ1681090

Paul Doukhan, Joseph Rynkiewicz, Denys Pommeret, Yahia Salhi

Publication date: 23 November 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.08.010

zbMATH Keywords

estimationinferencemortality ratesQMLEAR-ARCH random field

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Random fields; image analysis (62M40) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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