Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model

DOI10.1080/034612303100170091zbMath1129.91335MaRDI QIDQ5899410

Grzegorz A. Rempała, Konrad Szatzschneider

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612303100170091

zbMATH Keywords

estimator; mixture model; parametric bootstrap; mortality tables; crude rates; decrement model; mortality or failure time data

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F40: Bootstrap, jackknife and other resampling methods

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