Modelling dependent data for longevity projections

Author:

D’Amato Valeria,Haberman Steven,Piscopo Gabriella,Russolillo Maria

Publisher

Elsevier BV

Subject

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

Reference32 articles.

1. Forecasting time series with Sieve Bootstrap;Alonso;Journal of Statistical Planning and Inference,2002

2. Generalized least square with an estimated auto-covariance matrix;Amemiya;Econometrica,1973

3. Understanding, modelling and managing longevity risk: key issues and main challenges;Barrieu;Scandinavian Actuarial Journal,2011

4. Applying Lee–Carter under conditions of variable mortality decline;Booth;Population Studies: A Journal of Demography,2002

5. Bose, A., Politis, D.N., 1993. A review of the Bootstrap for dependent samples, Department of Statistics Purdue University Technical Report, n. 93-4, pp. 1–19.

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