Modeling stochastic mortality with O-U type processes

DOI10.1007/s11766-018-3349-7zbMath1399.62181OpenAlexW2791038467MaRDI QIDQ1747371

Jing Zheng, Gui-jun Zhang, Chang-qing Tong

Publication date: 8 May 2018

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-018-3349-7

zbMATH Keywords

mortalityO-U-type processstochastic forecasting

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Reliability and life testing (62N05)

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• On stochastic mortality modeling
• Robust forecasting of mortality and fertility rates: a functional data approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.

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