A dynamic parameterization modeling for the age-period-cohort mortality
From MaRDI portal
Publication:634000
DOI10.1016/j.insmatheco.2011.02.007zbMath1218.91082MaRDI QIDQ634000
P. Hatzopoulos, Steven Haberman
Publication date: 2 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.007
factor analysis; generalized linear models; bootstrap confidence intervals; sparse principal component analysis; mortality forecasting; dynamic linear regression; cohort
62P05: Applications of statistics to actuarial sciences and financial mathematics
91D20: Mathematical geography and demography
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Uses Software
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