Multivariate time series modeling, estimation and prediction of mortalities
DOI10.1016/J.INSMATHECO.2015.09.013zbMATH Open1348.62233OpenAlexW1855576952MaRDI QIDQ896760FDOQ896760
Authors: Erland Ekheden, Ola G. Hössjer 
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.013
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overdispersionmultivariate time serieslongevitybest linear unbiased predictorgeneralized least squaresmortality prediction
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Mathematical geography and demography (91D20) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (2)
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