Mortality modeling and regression with matrix distributions
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Publication:59392
DOI10.1016/j.insmatheco.2022.08.001WikidataQ114167204 ScholiaQ114167204MaRDI QIDQ59392
Martin Bladt, Jorge Yslas, Hansjörg Albrecher, Mogens Bladt, Hansjoerg Albrecher, Mogens Bladt, Martin Bladt, Jorge Yslas
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
mortality; Lee-Carter model; Markov jump process; expectation maximization; inhomogeneous phase-type distribution
62N02: Estimation in survival analysis and censored data
60J28: Applications of continuous-time Markov processes on discrete state spaces
91G05: Actuarial mathematics
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