Multivariate time series modeling, estimation and prediction of mortalities

DOI10.1016/j.insmatheco.2015.09.013zbMath1348.62233OpenAlexW1855576952MaRDI QIDQ896760

Erland Ekheden, Ola G. Hössjer

Publication date: 14 December 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.013

zbMATH Keywords

overdispersionlongevitygeneralized least squaresmultivariate time seriesbest linear unbiased predictormortality prediction

Mathematics Subject Classification ID

Uses Software

• GMRFLib
• Demography

Cites Work

• Unnamed Item
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