Analyzing mortality bond indexes via hierarchical forecast reconciliation (Q4972126)
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scientific article; zbMATH DE number 7135581
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| English | Analyzing mortality bond indexes via hierarchical forecast reconciliation |
scientific article; zbMATH DE number 7135581 |
Statements
ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (English)
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22 November 2019
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forecast reconciliation
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probabilistic forecast
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time-series models
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mortality
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modeling
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Kortis bond
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0.7727928161621094
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0.7296628355979919
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0.7240081429481506
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0.7065577507019043
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0.7035390734672546
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