Forecasting Medical Net Discount Rates

Bradley T. Ewing, Michael J. Piette, James E. Payne

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

Determining the present value of future medical costs is an important issue for a variety of public and private entities. This article examines the time-series properties of medical net discount rates and considers the implications for forecasting. The article provides evidence that the standard autoregressive moving average forecasting model may be improved by modeling the time-varying volatility characteristics of the medical net discount rates.

Original languageEnglish
Pages (from-to)85-95
Number of pages11
JournalJournal of Risk and Insurance
Volume70
Issue number1
DOIs
StatePublished - Mar 2003

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