Application of the Markov Chains in the Prediction of the Mortality Rates in the Generalized Stochastic Milevsky–Promislov Model (Q5208481)

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scientific article; zbMATH DE number 7152359
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Application of the Markov Chains in the Prediction of the Mortality Rates in the Generalized Stochastic Milevsky–Promislov Model
scientific article; zbMATH DE number 7152359

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    Application of the Markov Chains in the Prediction of the Mortality Rates in the Generalized Stochastic Milevsky–Promislov Model (English)
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    16 January 2020
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    forecasting of mortality rates
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    hybrid mortality models
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    Markov (set) chain
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    Markov switching models
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    Itô stochastic differential equations
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