Measuring mortality heterogeneity with multi-state models and interval-censored data
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Publication:506072
DOI10.1016/j.insmatheco.2016.09.014zbMath1394.91192OpenAlexW2277826613MaRDI QIDQ506072
Nicole El Karoui, Alexandre Boumezoued, Stéphane Loisel
Publication date: 31 January 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.09.014
longevity riskmulti-state modelsparametric maximum likelihoodinterval-censoringmortality heterogeneity
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