Survival models based on the Ornstein-Uhlenbeck process (Q1770870)

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Survival models based on the Ornstein-Uhlenbeck process
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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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