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Mortality forecasting using a Lexis-based state-space model

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Bibliographic Details
Published in: Annals of actuarial science 15(2021), 3 vom: Nov., Seite 519-548
Other Authors: Lindholm, Mathias [Author]
Type of Resource: E-Book Component Part
Language: English
published:
2021
Series: : Annals of actuarial science, 15(2021), 3 vom: Nov., Seite 519-548
, volume:15
Subjects:
Exponential family PCA
Hidden Markov model
Mortality forecasting
Non-linear non-Gaussian state-space models
Particle filter
Stochastic approximation EM
Aufsatz in Zeitschrift
Exponential family PCA
Hidden Markov model
Mortality forecasting
Non-linear non-Gaussian state-space models
Particle filter
Stochastic approximation EM
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISSN: 1748-5002
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https://doi.org/10.1017/S1748499520000275
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/57876401E5ACB19BCD2BF84A0163A6A4/S1748499520000275a.pdf/mortality-forecasting-using-a-lexis-based-state-space-model.pdf

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