A class of random field memory models for mortality forecasting

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

Denys Pommeret, Yahia Salhi, Paul Doukhan, Joseph Rynkiewicz

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

estimation; inference; mortality rates; QMLE; AR-ARCH random field

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60G60: Random fields

62M40: Random fields; image analysis

62P05: Applications of statistics to actuarial sciences and financial mathematics