A Three-Factor Model for Mortality Modeling

DOI10.1080/10920277.2015.1015262zbMath1414.91229OpenAlexW1534774965MaRDI QIDQ5379143

Rosella Giacometti, Vincenzo Russo, Frank J. Fabozzi, Svetlozar T. Rachev

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2015.1015262

zbMATH Keywords

mortality modelingthree-factor model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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