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Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect

Khreshna Syuhada1, Arief Hakim1

  • 1Statistics Research Division, Institut Teknologi Bandung, Jalan Ganesa 10, Bandung 40132, Indonesia.

Heliyon
|October 11, 2021
PubMed

Keywords:
ARCHAutoregressiveLife insurancePension fundStochastic volatilityTime series forecastingValue-at-Risk

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