ARMA Models for Mortality Forecast

ARMA Models for Mortality Forecast

In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models. Research shoved that mortality rate di...

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Bibliographic Details
Main Authors: Natalja Šiškina, Jonas Šiaulys
Format: Article
Language:English
Published: Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas 2016-12-01
Series:Lithuanian Journal of Statistics
Subjects:
mortality forecasting
longevity risk
ARMA models
Online Access:https://www.journals.vu.lt/statisticsjournal/article/view/13865

Internet

https://www.journals.vu.lt/statisticsjournal/article/view/13865

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