Frank Van Berkum

KU Leuven - Faculty of Business and Economics (FBE)

Naamsestraat 69

Leuven, B-3000

Belgium

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Scholarly Papers (1)

1.

The Impact of Multiple Structural Changes on Mortality Predictions

Scandinavian Actuarial Journal, 2016, 7, 581-603.
Number of pages: 24 Posted: 05 Mar 2014 Last Revised: 17 May 2017
Frank Van Berkum, Katrien Antonio and Michel Vellekoop
KU Leuven - Faculty of Business and Economics (FBE), KU LeuvenUniversity of Amsterdam and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 64 (338,987)

Abstract:

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stochastic mortality; structural changes; mortality forecasting; backtesting