Multi-population mortality modeling with Lévy processes
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Publication:6089413
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Cites work
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
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- On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
- Smoothing Poisson common factor model for projecting mortality jointly for both sexes
- Term structure models driven by general Lévy processes
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
Cited in
(5)- Multivariate L\'evy-type drift change detection and mortality modeling
- Multi-population mortality models: a factor copula approach
- Quickest drift change detection in Lévy-type force of mortality model
- Multi-population mortality modelling: a Bayesian hierarchical approach
- Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation
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