Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model

DOI10.1002/for.2362zbMath1397.62317OpenAlexW1565438729MaRDI QIDQ4687563

Alvaro Veiga, César Neves, Cristiano Fernandes

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2362

zbMATH Keywords

Kalman filteringmortality ratesstructural modelSUTSE model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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