József Gáll: Lee-Carter revisited

Date of publication: 23. 5. 2023
Seminar for probability, statistics, and financial mathematics
Thursday
25
May
Time:
14:15
Location:
Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
ID: 954 9228 5750

V četrtek, 25. 5. 2023, ob 14:15 bo v predavalnici 3.06 v okviru seminarja VeSFiM potekalo predavanje Józsefa Gálla (University of Debrecen) z naslovom: Lee-Carter revisited.

Povzetek: Mortality estimations are important in insurance. One of the most celebrated models is the Lee-Carter model. On the one hand we test some version again we proposed previously, on the other hand we compare the performance of this time series based model with some neural network based forecasts. Joint work with Gabor Petnehazi.

Predavanje bo potekalo v živo, bo pa omogočen tudi prenos prek interneta. Povezava na videokonferenčni sistem ZOOM: https://uni-lj-si.zoom.us/j/95492285750 ID: 954 9228 5750 Vljudno vabljeni!