Survival models based on the Ornstein-Uhlenbeck process

DOI10.1007/s10985-004-4775-9zbMath1058.62092OpenAlexW1996682654WikidataQ81360966 ScholiaQ81360966MaRDI QIDQ1770870

Håkon K. Gjessing, Odd O. Aalen

Publication date: 7 April 2005

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10985-004-4775-9

zbMATH Keywords

survival analysisquasi-stationary distributionhazard rateCox-Ingersoll-Ross processfirst-passage timeOrnstein- Uhlenbeck processmortality plateau

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Survival analysis and censored data (62N99) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Uses Software

• Mathematica

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