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_14zbMATH Open1430.91066OpenAlexW2978216512MaRDI QIDQ5208481FDOQ5208481

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

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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)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• Markov set-chains
• A proposition of generalized stochastic Milevsky-Promislov mortality models
• Title not available (Why is that?)

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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