Modeling stochastic mortality with O-U type processes
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Publication:1747371
DOI10.1007/s11766-018-3349-7zbMath1399.62181MaRDI 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
62F12: Asymptotic properties of parametric estimators
62P10: Applications of statistics to biology and medical sciences; meta analysis
62M05: Markov processes: estimation; hidden Markov models
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
62N05: Reliability and life testing
Cites Work