انجمن محاسبات بیمه و مالی ایران- بیمه عمر
Forecasting Mortality Rate by Multivariate Singular Spectrum Analysis.

حذف تصاویر و رنگ‌ها  | تاریخ ارسال: 1397/10/22 | 
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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