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

Rosella Giacometti, Marida Bertocchi, Svetlozar Rachev, Frank J. Fabozzi

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	85-93
Journal	INSURANCE MATHEMATICS & ECONOMICS
State	Published - 2012

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@article{a47e68e69592433fb643ef4a9fac80ad,

title = "A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates",

author = "Rosella Giacometti and Marida Bertocchi and Svetlozar Rachev and Fabozzi, {Frank J.}",

year = "2012",

language = "English",

pages = "85--93",

journal = "INSURANCE MATHEMATICS & ECONOMICS",

issn = "0167-6687",

}