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Forecasting Mortality Rate by Multivariate Singular Spectrum Analysis. |
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| | تاریخ ارسال: 1397/10/22 | |
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 Mahmoudvand, R.; Konstantinides, G. Dimitrios.; Rodrigues, P.C. (2017).
Forecasting Mortality Rate by Multivariate Singular Spectrum Analysis.
Applied Stochastic Models in Business and Industry, Vol. 33, No. 6. pp. 717-732.
Abstract: In this paper, we investigate the possibility of using multivariate singular spectrum analysis (SSA), a nonparametric technique in the field of time series analysis, for mortality forecasting. We consider a real data application with 9 European countries: Belgium, Denmark, Finland, France, Italy, Netherlands, Norway, Sweden, and Switzerland, over a period 1900 to 2009, and a simulation study based on the data set. The results show the superiority of multivariate SSA in comparison with the univariate SSA, in terms of forecasting accuracy.
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| کلیدواژه ها: multivariate singular spectrum analysis | forecasting | mortality | |
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اطلاعات تماس
نشانی پستی: تهران، اوین، دانشگاه شهید بهشتی، دانشکده علوم ریاضی، گروه آمار
صندوق پستی: 1983969411
تلفن: 22419430(021)
آدرس الکترونیکی: ir.actuary@gmail.com
کلیه حقوق این سایت متعلق به انجمن محاسبات بیمه و مالی ایران بوده و استفاده از مطالب آن با ذکر منبع بلامانع است.
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