Modeling Mortality with a Bayesian Vector Autoregression
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More about this item
KeywordsMortality; parameter risk; vector auto-regression; Bayesian; Heligman-Pollard model;
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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