Hybrid of the lee-carter model with maximum overlap discrete wavelet transform filters in forecasting mortality rates
This study implements various, maximum overlap, discrete wavelet transform filters to model and forecast the time-dependent mortality index of the Lee-Carter model. The choice of appropriate wavelet filters is essential in effectively capturing the dynamics in a period. This cannot be accomplished b...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI
2021
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| Series: | Mathematics
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |