Forecasting mortality rate improvements with a high-dimensional VAR - Archive ouverte HAL Access content directly
Journal Articles Insurance: Mathematics and Economics Year : 2019

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hal-02402342 , version 1 (20-07-2022)

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Quentin Guibert, Pierrick Piette, Olivier Lopez. Forecasting mortality rate improvements with a high-dimensional VAR. Insurance: Mathematics and Economics, 2019, 88, pp.255-272. ⟨10.1016/j.insmatheco.2019.07.004⟩. ⟨hal-02402342⟩
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