Evaluating the goodness of fit of stochastic mortality models-Reference-Cited by-同舟云学术

Evaluating the goodness of fit of stochastic mortality models

Published:2010-12 Issue:3 Volume:47 Page:255-265
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dowd Kevin,Cairns Andrew J.G.,Blake David,Coughlan Guy D.,Epstein David,Khalaf-Allah Marwa

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference30 articles.

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4. A Poisson log-bilinear regression approach to the construction of projected lifetables;Brouhns;Insurance: Mathematics and Economics,2002

5. A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration;Cairns;Journal of Risk and Insurance,2006

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