Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with Markovian regime-switching to derive coherent estimat...
Gardado en:
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2020-06-01
|
| Series: | Mathematics |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2227-7390/8/7/1053 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|