Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
From MaRDI portal
(Redirected from Publication:5044696)
Recommendations
- Application of the Markov chains in the prediction of the mortality rates in the generalized stochastic Milevsky-Promislov model
- Select mortality and other durational effects modelled by partially observed Markov Chains
- Markov mortality models: implications of quasistationarity and varying initial distributions
- A proposition of generalized stochastic Milevsky-Promislov mortality models
- A subordinated Markov model for stochastic mortality
- Forecasting mortality rates with a general stochastic mortality trend model
- Markov processes in survival analysis
- Markov models with lognormal transition rates in the analysis of survival times
Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A dynamic parameterization modeling for the age-period-cohort mortality
- A proposition of generalized stochastic Milevsky-Promislov mortality models
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- A stochastic model for mortality rate on italian data
- Affine processes for dynamic mortality and actuarial valuations
- Affine stochastic mortality
- An equilibrium characterization of the term structure
- Application of the Markov chains in the prediction of the mortality rates in the generalized stochastic Milevsky-Promislov model
- Calibrating affine stochastic mortality models using term assurance premiums
- Dynamic modelling of life table data
- Lee-Carter mortality forecasting with age-specific enhancement.
- Markov chains as a tool measuring effectiveness of a psychotherapy process
- Markov set-chains
- Modeling and management of mortality risk: a review
- Modelling and forecasting mortality in Spain
- Modelling stochastic mortality for dependent lives
- Mortality derivatives and the option to annuitise.
- Mortality modelling with Lévy processes
- Mortality, longevity and experiments with the Lee-Carter model
- On age-period-cohort parametric mortality rate projections
- On stochastic mortality modeling
- On the forecasting of mortality reduction factors
- Statistical Inference about Markov Chains
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Stochastic mortality under measure changes
- Survival models in a dynamic context: a survey
- Switching in systems and control
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities
This page was built for publication: Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5044696)
