Survival models based on the Ornstein-Uhlenbeck process (Q1770870)
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scientific article; zbMATH DE number 2153653
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| English | Survival models based on the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 2153653 |
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Survival models based on the Ornstein-Uhlenbeck process (English)
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7 April 2005
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Cox-Ingersoll-Ross process
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first-passage time
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hazard rate
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mortality plateau
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Ornstein- Uhlenbeck process
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quasi-stationary distribution
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survival analysis
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0.7676697373390198
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0.748734712600708
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0.7346327304840088
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0.7313088774681091
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0.7275313138961792
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