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A Comparison of Forecasting Mortality Models Using Resampling Methods

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A Comparison of Forecasting Mortality Models Using Resampling Methods

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Atance, D.; Debón Aucejo, AM.; Navarro, E. (2020). A Comparison of Forecasting Mortality Models Using Resampling Methods. Mathematics. 8(9):1-21. https://doi.org/10.3390/math8091550

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/162247

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Title: A Comparison of Forecasting Mortality Models Using Resampling Methods
Author: Atance, David Debón Aucejo, Ana María Navarro, Eliseo
UPV Unit: Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat
Issued date:
Abstract:
[EN] The accuracy of the predictions of age-specific probabilities of death is an essential objective for the insurance industry since it dramatically affects the proper valuation of their products. Currently, it is crucial ...[+]
Subjects: Forecasting , Lee¿Carter model , Resampling methods , Cross-validation , Cobweb graph
Copyrigths: Reconocimiento (by)
Source:
Mathematics. (eissn: 2227-7390 )
DOI: 10.3390/math8091550
Publisher:
MDPI AG
Publisher version: https://doi.org/10.3390/math8091550
Project ID:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/ECO2017-89715-P/ES/ANALISIS DEL RIESGO EN LOS MERCADOS FINANCIEROS/
info:eu-repo/grantAgreement/MINECO//MTM2013-45381-P/ES/DIFERENCIAS DE LONGEVIDAD EN LA UNION EUROPEA: APLICACION DE NUEVOS METODOS PARA SU EVALUACION Y ANALISIS/
Thanks:
The research of David Atance was supported by a grant (Contrato Predoctoral de Formacion Universitario) from the University of Alcala. This work is partially supported by a grant from the MEIyC (Ministerio de Economia, ...[+]
Type: Artículo

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