Application of the Markov chains in the prediction of the mortality rates in the generalized stochastic Milevsky-Promislov model

DOI10.1007/978-3-030-23433-1_14MaRDI QIDQ5208481zbMATH OpenOpenAlexFDO

Authors Piotr Sliwka

Publication date 16 January 2020

Published in Trends in Biomathematics: Mathematical Modeling for Health, Harvesting, and Population Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-23433-1_14

zbMATH Keywords

Markov switching modelsItô stochastic differential equationsforecasting of mortality rateshybrid mortality modelsMarkov (set) chain

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

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Cites work

• scientific article; zbMATH DE number 3318337 (Why is no real title available?)
• A proposition of generalized stochastic Milevsky-Promislov mortality models
• Markov set-chains
• Modeling and forecasting U.S. mortality. (With discussion)

Cited in

(3)

• Markov mortality models: implications of quasistationarity and varying initial distributions
• Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
• A proposition of generalized stochastic Milevsky-Promislov mortality models

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