Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219)
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scientific article; zbMATH DE number 6004690
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| English | Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models |
scientific article; zbMATH DE number 6004690 |
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Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (English)
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10 February 2012
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longevity risk
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age
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period
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cohort model
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Lee-Carter models
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principal component analysis
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0.7821981906890869
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0.7650708556175232
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0.7594680786132812
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0.754776120185852
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0.7534727454185486
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