Multi-population mortality modeling with Lévy processes

DOI10.1007/S10203-023-00400-6MaRDI QIDQ6089413FDOQ6089413

Hongjuan Zhou, Petar Jevtić, Chengwei Qin

Publication date: 17 November 2023

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

zbMATH Keywords

generalized linear modelsmulti-population mortality modelLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Cites Work

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Cited In (3)

• Quickest drift change detection in Lévy-type force of mortality model
• Multi-population mortality models: a factor copula 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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