Mortality modeling and regression with matrix distributions
DOI10.1016/J.INSMATHECO.2022.08.001OpenAlexW3211629532WikidataQ114167204 ScholiaQ114167204MaRDI QIDQ59392
Jorge Yslas, Mogens Bladt, Martin Bladt, Hansjörg Albrecher, Martin Bladt, Mogens Bladt, Jorge Yslas, Hansjoerg Albrecher
Publication date: November 2022
Published in: Insurance: Mathematics and Economics, Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.03219
mortalityLee-Carter modelMarkov jump processexpectation maximizationinhomogeneous phase-type distribution
Estimation in survival analysis and censored data (62N02) Applications of continuous-time Markov processes on discrete state spaces (60J28) Actuarial mathematics (91G05)
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