Mortality density forecasts: An analysis of six stochastic mortality models

Insurance: Mathematics and Economics

Volumn 48, Issue 3, 2011, Pages 355-367

  Cairns, Andrew J G ^a   Blake, David ^b   Dowd, Kevin ^b   Coughlan, Guy D ^c   Epstein, David ^c   Khalaf Allah, Marwa ^c  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

^b CITY UNIVERSITY   (United Kingdom)

^c Pension Advisory Group   (United Kingdom)

Author keywords

Fan charts; Forecasting; Model risk; Model selection criteria; Plausibility

Indexed keywords

EID: 79551562226     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2010.12.005     Document Type: Article

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