Quickest drift change detection in Lévy-type force of mortality model (Q2335769)
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English | Quickest drift change detection in Lévy-type force of mortality model |
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Quickest drift change detection in Lévy-type force of mortality model (English)
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15 November 2019
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Lévy processes
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quickest detection
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longevity
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optimal stopping
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force of mortality
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life tables
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change of measure
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