Markov aging process and phase-type law of mortality
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Cites work
- A Markov Model for Analysing Cancer Markers and Disease States in Survival Studies
- A Simplex Method for Function Minimization
- Forecasting Changes in Mortality
- scientific article; zbMATH DE number 4013703 (Why is no real title available?)
- scientific article; zbMATH DE number 3736680 (Why is no real title available?)
- scientific article; zbMATH DE number 846103 (Why is no real title available?)
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling Markers of Disease Progression by a Hidden Markov Process: Application to Characterizing CD4 Cell Decline
- Mortality Change and Forecasting
- The effects of health histories on stochastic process models of aging and mortality
- The Stochastic Theory of Mortality*
- Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
Cited in
(38)- An \textit{EM} algorithm for the model fitting of Markovian binary trees
- How old is this bird? The age distribution under some phase sampling schemes
- Modeling human mortality from all diseases in the five most populated countries of the European Union
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
- A gamma kernel density estimation for insurance loss data
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
- Green nested simulation via likelihood ratio: applications to longevity risk management
- Fitting Markovian binary trees using global and individual demographic data
- Heterogeneity in mortality: a survey with an actuarial focus
- Generalized modified slash Birnbaum-Saunders distribution
- Phase-type aging modeling for health dependent costs
- Multi-state models for evaluating conversion options in life insurance
- A subordinated Markov model for stochastic mortality
- The determinants of mortality heterogeneity and implications for pricing annuities
- Stochastic Processes with Age-Dependent Transition Rates
- Valuing equity-linked death benefits in a regime-switching framework
- Forecasting disability: application of a frailty model
- The use of phase-type models for disability insurance calculations
- Lifetime asset allocation with idiosyncratic and systematic mortality risks
- A factorization of a Lévy process over a phase-type horizon
- Physiological age, health costs, and their interrelation
- Mortality Modeling of Skin Cancer Patients with Actuarial Applications
- The mathematical mechanism of biological aging
- “Markov Aging Process and Phase-Type Law of Mortality,” X. Sheldon Lin and Xiaoming Liu, October 2007
- The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case
- Parametric survival densities from phase-type models
- Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds
- Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis
- Mortality modeling and regression with matrix distributions
- A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model
- Joint lifetime modeling with matrix distributions
- Valuing equity-linked death benefits on multiple life with time until death following a K_n distribution
- Examining the identifiability and estimability of the phase-type ageing model
- Modeling discrete common-shock risks through matrix distributions
- A Markovian Aging Process Forecasting Model: Predicting U.S. Mortality
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
- On some mortality rate processes and mortality deceleration with age
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