Mortality and aging in a heterogeneous population: A stochastic process model with observed and unobserved variables (Q1065748)

Three alternative formulations of the random walk model of human mortality and aging suggested by \textit{M. A. Woodbury} and the second author, ibid. 11, 37-48 (1977; Zbl 0349.92012), are presented. For these three cases the equation for the density of the unobserved variable is derived. For this purpose the Kolmogorov-Fokker-Planck equation is used. Strategies for parameter estimation in the distribution of unobserved variables are developed. Extending the theory of Kalman filters the equations for the mean and variance of this distribution are presented. The authors deeply discuss the applications of the model to empirical studies.