کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7354843 1477197 2018 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Identifiability, cointegration and the gravity model
ترجمه فارسی عنوان
شناسایی، همپوشانی و مدل جاذبه
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
The gravity model of Dowd et al. (2011) was introduced in order to achieve coherent projections of mortality between two related populations. However, this model as originally formulated is not well-identified since it gives projections which depend on the arbitrary identifiability constraints imposed on the underlying mortality model when fitting it to data. In this paper, we discuss how the gravity model can be modified to give well-identified projections of mortality rates and how this result can be generalised to more complicated mortality models.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 78, January 2018, Pages 360-368
نویسندگان
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