Backtesting stochastic mortality models: An ex post evaluation of multiperiod-ahead density forecasts

North American Actuarial Journal

Volumn 14, Issue 3, 2010, Pages 281-298

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

^a CITY UNIVERSITY   (United Kingdom)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c JPMorgan Chase Bank   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79952015928     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2010.10597592     Document Type: Article

References (25)

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