Stochastic mortality model in a state-space framework

MaRDI QIDQ5244111zbMATH OpenFDO

Authors

Publication date 20 November 2019

Full work available at URL http://einspem.upm.edu.my/journal/fullpaper/vol13_2may/10.%20Siti%20Rohani.pdf

zbMATH Keywords

O'Hare model and forecaststochastic mortality modelTate-space

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(4)

• Models for stochastic mortality
• Stochastic mortality models: an infinite-dimensional approach
• A Simulation Study Comparing Modeling Approaches in an Illness-Death Multi-State Model
• Markov mortality models: implications of quasistationarity and varying initial distributions

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