A comparison of the Lee–Carter model and AR–ARCH model for...

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev, Frank J. Fabozzi
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Volume:
50
Year:
2012
Language:
english
Pages:
9
DOI:
10.1016/j.insmatheco.2011.10.002
File:
PDF, 917 KB
english, 2012
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