Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
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Publication:5899410
DOI10.1080/034612303100170091zbMath1129.91335MaRDI QIDQ5899410
Grzegorz A. Rempała, Konrad Szatzschneider
Publication date: 29 May 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/034612303100170091
estimator; mixture model; parametric bootstrap; mortality tables; crude rates; decrement model; mortality or failure time data
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F40: Bootstrap, jackknife and other resampling methods
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