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Multivariate Long Memory Cohort Mortality Models
Hongxuan Yan, Gareth Peters, Jennifer Chan
School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics
Research output
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Working paper
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Dive into the research topics of 'Multivariate Long Memory Cohort Mortality Models'. Together they form a unique fingerprint.
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Mathematics
Pension Plan
100%
Bayesian Inference
100%
Model Structure
100%
Parameter Estimation
100%
Count Data
100%
Social Sciences
Insurance
100%
Life Cycle
100%
Memory Model
100%
Life Expectancy
100%
INIS
mortality
100%
multivariate analysis
100%
data
44%
forecasting
22%
death
22%
prediction
11%
insurance
11%
accuracy
11%
constraints
11%
increasing
11%
Economics, Econometrics and Finance
Bayesian
100%
Count Data
100%
Insurance Company
100%