Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219)
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scientific article; zbMATH DE number 6004690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models |
scientific article; zbMATH DE number 6004690 |
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Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (English)
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10 February 2012
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longevity risk
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age
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period
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cohort model
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Lee-Carter models
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principal component analysis
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