Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models
نویسندگان
چکیده
منابع مشابه
Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models
In this paper, we quantitatively compare the forecasts from four different mortality models. We consider one discrete-time model proposed by Lee and Carter (1992) and three continuous-time models: the Wills and Sherris (2011) model, the Feller process and the Ornstein-Uhlenbeck (OU) process. The first two models estimate the whole surface of mortality simultaneously, while in the latter two, ea...
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ژورنال
عنوان ژورنال: Risks
سال: 2016
ISSN: 2227-9091
DOI: 10.3390/risks4040045