ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION
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Publication:4972126
DOI10.1017/asb.2019.19zbMath1427.91236OpenAlexW2953884533WikidataQ127595598 ScholiaQ127595598MaRDI QIDQ4972126
Publication date: 22 November 2019
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2019.19
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Uses Software
Cites Work
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