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A multivariate time series approach to projected life tables - MaRDI portal

A multivariate time series approach to projected life tables (Q5391287)

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scientific article; zbMATH DE number 5875035
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English
A multivariate time series approach to projected life tables
scientific article; zbMATH DE number 5875035

    Statements

    title
    A multivariate time series approach to projected life tables (English)
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    author
    Dorina Lazar
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    Michel M. Denuit
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    publication date
    6 April 2011
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    zbMATH Keywords
    mortality forecast
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    common trends representation
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    Lee-Carter model
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    Johansen cointegration methodology
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    Identifiers

    zbMATH DE Number
    5875035
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    OpenAlex ID
    W4238936496
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    DOI
    10.1002/ASMB.781
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