Evaluating the goodness of fit of stochastic mortality models
From MaRDI portal
Publication:661248
DOI10.1016/j.insmatheco.2010.06.006zbMath1231.91179MaRDI QIDQ661248
David Blake, Kevin Dowd, Andrew J. G. Cairns, Guy D. Coughlan, Marwa Khalaf-Allah, David Epstein
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.06.006
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B70: Stochastic models in economics
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Uses Software
Cites Work
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- Evaluating the goodness of fit of stochastic mortality models
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