Grouped multivariate and functional time series forecasting: an application to annuity pricing

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Publication:2364018

DOI10.1016/j.insmatheco.2017.05.007zbMath1394.62146arXiv1705.08001OpenAlexW2620093294WikidataQ58288546 ScholiaQ58288546MaRDI QIDQ2364018

Steven Haberman, Han Lin Shang

Publication date: 17 July 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.08001



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