Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is, of their goodness-of-fit and prediction accur...

詳細記述

書誌詳細
第一著者: Miguel Santolino
フォーマット: 論文
言語:English
出版事項: MDPI AG 2023-09-01
シリーズ:Risks
主題:
オンライン・アクセス:https://www.mdpi.com/2227-9091/11/10/170