Parameter risk in time-series mortality forecasts (Q4577206)
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scientific article; zbMATH DE number 6904591
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Parameter risk in time-series mortality forecasts |
scientific article; zbMATH DE number 6904591 |
Statements
Parameter risk in time-series mortality forecasts (English)
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17 July 2018
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mortality projections
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parameter risk
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ARIMA models
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Solvency II
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VaR
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CTE
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0.91202426
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0.89575595
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0.8887982
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0.88752884
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0.8827895
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0.8820127
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0.8795119
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0.87872183
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