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...
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| Main Authors: | , , , , |
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| Format: | Article |
| Published: |
MDPI
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/27923/ |
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