Long-range dependent mortality modeling with cointegration

DOI10.1080/03461238.2025.2503290MaRDI QIDQ6851166zbMATH OpenFDO

Authors Mei Choi Chiu, Ling Wang, Hoi Ying Wong

Publication date 27 February 2026

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2025.2503290

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Actuarial mathematics (91G05)

Cites work

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