A multivariate time series approach to projected life tables

Applied Stochastic Models in Business and Industry

Volumn 25, Issue 6, 2009, Pages 806-823

  Lazar, Dorina ^a   Denuit, Michel M ^b  

^a BABE BOLYAI UNIVERSITY   (Romania)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Common trends representation; Johansen cointegration methodology; Lee Carter model; Mortality forecast

Indexed keywords

AGE GROUPS; COINTEGRATION; DEATH RATES; DYNAMIC FACTOR ANALYSIS; EMPIRICAL STUDIES; ERROR CORRECTION MODELS; GENERAL POPULATION; LEE-CARTER MODEL; LIFE EXPECTANCIES; LIFE TABLE; MULTIVARIATE TIME SERIES; MULTIVARIATE TIME SERIES TECHNIQUES; RIGID MODEL; SPECIFIC COMPONENT; TIME FACTORS; TIME VARYING;

DYNAMIC ANALYSIS; ERROR CORRECTION; RIGID STRUCTURES; SOIL STRUCTURE INTERACTIONS; TIME SERIES;

FORECASTING;

EID: 73349107127     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.781     Document Type: Article

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