Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models
Best practice life expectancy has recently been modeled using extreme value theory. In this paper we present the Gumbel autoregressive model of order one—Gumbel AR(1)—as an option for modeling best practice life expectancy. This class of model represents a neat and coherent framework for modeling ti...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-03-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/9/3/51 |