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	Dynamic mortality factor model with conditional heteroskedasticity
	Gao, Quansheng*; Hu, Chengjun
刊名	Insurance: Mathematics and Economics
	2009
卷号	45期号:3页码:410-423
关键词	Generalized dynamic factor model Kalman filter Lee-Carter model Mortality forecasting Multivariate generalized autoregressive conditionally heteroskedastic model
ISSN号	0167-6687
DOI	10.1016/j.insmatheco.2009.09.001
URL标识	查看原文
WOS记录号	WOS:000272604000011
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5577153
专题	武汉轻工大学
作者单位	[Gao, Quansheng] Wuhan Polytech Univ, Dept Math & Phys, Wuhan 430023, Peoples R China.
推荐引用方式 GB/T 7714	Gao, Quansheng*,Hu, Chengjun. Dynamic mortality factor model with conditional heteroskedasticity[J]. Insurance: Mathematics and Economics,2009,45(3):410-423.
APA	Gao, Quansheng*,&Hu, Chengjun.(2009).Dynamic mortality factor model with conditional heteroskedasticity.Insurance: Mathematics and Economics,45(3),410-423.
MLA	Gao, Quansheng*,et al."Dynamic mortality factor model with conditional heteroskedasticity".Insurance: Mathematics and Economics 45.3(2009):410-423.

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