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Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts.

Dowd, K.; Cairns, A.J.G.; Blake, D.; Coughlan, D.G.; Epstein, D.; Khalaf-Allah, M.

Authors

A.J.G. Cairns

D. Blake

D.G. Coughlan

D. Epstein

M. Khalaf-Allah



Journal Article Type Article
Publication Date 2010
Deposit Date Aug 14, 2013
Journal North American Actuarial Journal
Print ISSN 1092-0277
Electronic ISSN 2325-0453
Publisher Taylor and Francis Group
Peer Reviewed Peer Reviewed
Volume 14
Issue 3
Pages 281-298
DOI https://doi.org/10.1080/10920277.2010.10597592
Public URL https://durham-repository.worktribe.com/output/1449021