Dynamic mortality factor model with conditional heteroskedasticity (Q659163)
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scientific article; zbMATH DE number 6004658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mortality factor model with conditional heteroskedasticity |
scientific article; zbMATH DE number 6004658 |
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Dynamic mortality factor model with conditional heteroskedasticity (English)
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10 February 2012
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Lee-Carter model
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generalized dynamic factor model
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multivariate generalized autoregressive conditionally heteroskedastic model
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mortality forecasting
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Kalman filter
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