Models for stochastic mortality

DOI10.4064/AM34-1-6MaRDI QIDQ3441405zbMATH OpenOpenAlexFDO

Authors Jan Iwanik

Publication date 30 May 2007

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am34-1-6

zbMATH Keywords

mortality optionsstochastic mortalitysystematic mortality risk

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Cited in

(29)

• Analysis of Finnish and Swedish mortality data with stochastic mortality models
• Mean reversion in stochastic mortality: why and how?
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• A subordinated Markov model for stochastic mortality
• Affine stochastic mortality
• Modeling and management of mortality risk: a review
• Stochastic mortality under measure changes
• The Gompertz-Makeham longevity model
• Stochastic Mortality: The Impact on Target Capital
• scientific article; zbMATH DE number 3981006 (Why is no real title available?)
• scientific article; zbMATH DE number 4079228 (Why is no real title available?)
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• A proposition of generalized stochastic Milevsky-Promislov mortality models
• Stochastic modelling of mortality and financial markets
• Stochastic mortality models: an infinite-dimensional approach
• Dynamic modelling of life table data
• On the Structure and Classification of Mortality Models
• Stochastic Mortality Models and Pandemic Shocks
• scientific article; zbMATH DE number 7295028 (Why is no real title available?)
• Modeling human population death rates: a bi-dimensional stochastic Gompertz model with correlated Wiener processes
• A stochastic model for mortality rate on italian data
• On stochastic mortality modeling
• Forward mortality and other vital rates - are they the way forward?
• Evaluating the goodness of fit of stochastic mortality models
• Markov mortality models: implications of quasistationarity and varying initial distributions
• Quadratic stochastic intensity and prospective mortality tables
• Mortality modelling with Lévy processes

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