Computing survival probabilities based on stochastic differential models
DOI10.1016/J.CAM.2014.08.030zbMATH Open1310.65008OpenAlexW2038804246MaRDI QIDQ464647FDOQ464647
Authors: Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli 
Publication date: 28 October 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.08.030
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Cited In (9)
- Survival Analysis via Ordinary Differential Equations
- Algorithmical and Computational Procedures for a Markov Model in Survival Analysis
- Computing finite-time survival probabilities using multinomial approximations of risk models
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- Strong and weak formulations based on differential and integral quadrature methods for the free vibration analysis of composite plates and shells: convergence and accuracy
- Survival probabilities in a discrete semi-Markov risk model
- Title not available (Why is that?)
- Survival probabilities for discrete-time models in one dimension
- Stochastic calculus as a tool in survival analysis: A review
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