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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Publication:6665589
DOI10.1016/J.INSMATHECO.2024.08.001MaRDI QIDQ6665589FDOQ6665589
Authors: Haoran Jiang, Zhehao Zhang, Xiaojun Zhu 
Publication date: 17 January 2025
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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long-range dependenceactuarial valuationstochastic mortality modellingsurvival probability empirical analysis
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