ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126)
From MaRDI portal
scientific article; zbMATH DE number 7135581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION |
scientific article; zbMATH DE number 7135581 |
Statements
ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (English)
0 references
22 November 2019
0 references
forecast reconciliation
0 references
probabilistic forecast
0 references
time-series models
0 references
mortality
0 references
modeling
0 references
Kortis bond
0 references
0 references
0 references
