A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting

Man Chung Fung, Gareth W. Peters, Pavel V. Shevchenko

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@article{783e457eabca4628ad4c332e6eeca317,

title = "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting",

author = "Fung, {Man Chung} and Peters, {Gareth W.} and Shevchenko, {Pavel V.}",

year = "2017",

month = sep,

day = "1",

doi = "10.1017/S1748499517000069",

language = "English",

volume = "11",

pages = "343--389",

journal = "Annals of Actuarial Science",

issn = "1748-4995",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting

AU - Fung, Man Chung

AU - Peters, Gareth W.

AU - Shevchenko, Pavel V.

PY - 2017/9/1

Y1 - 2017/9/1

UR - https://ssrn.com/abstract=2786559

U2 - 10.1017/S1748499517000069

DO - 10.1017/S1748499517000069

M3 - Article

VL - 11

SP - 343

EP - 389

JO - Annals of Actuarial Science

JF - Annals of Actuarial Science

SN - 1748-4995

IS - 2

ER -