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Statistical features of persistence and long memory in mortality data
Gareth W. Peters
*
, Hongxuan Yan
, Jennifer Chan
*
Corresponding author for this work
Actuarial Mathematics & Statistics
School of Mathematical & Computer Sciences
Research output
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Contribution to journal
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Article
›
peer-review
8
Citations (Scopus)
72
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Mathematics
Stylized Fact
100%
Term Structure
50%
Multifractal
50%
Strong Evidence
50%
Insurance Product
50%
Statistical Structure
50%
Hurst-Exponent
50%
Fractional Brownian Motion
50%
Fractal
50%
Concludes
50%
Stochastic Process
50%
Forecasting Model
50%
Life Table
50%
Statistical Property
50%
Count Data
50%
Computer Science
Statistical Feature
100%
Memory Structure
50%
Critical Aspect
25%
Discriminator
25%
Functional Feature
25%
Risk Management Decision
25%
Mortality Level
25%
Statistical Data
25%
Statistical Property
25%
Fractional Brownian Motion
25%
Machine Learning
25%
Learning System
25%
Product Design
25%
INIS
data
100%
mortality
100%
levels
17%
forecasting
17%
applications
11%
insurance
11%
accuracy
11%
risks
5%
dynamics
5%
size
5%
planning
5%
design
5%
fractals
5%
classification
5%
stochastic processes
5%
kernels
5%
management
5%
death
5%
brownian movement
5%
machine learning
5%
tables
5%
discriminators
5%
demography
5%
age groups
5%
data forms
5%