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Mortality forecasting using factor models: time-varying or time-invariant factor loadings? - MaRDI portal

Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144)

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Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
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    Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (English)
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    21 June 2021
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    Lee-Carter model
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    long-term forecasting
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    optimal `boundary' estimation
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    short-term forecasting
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    time-varying factor model
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