Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044)
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scientific article; zbMATH DE number 6969661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure |
scientific article; zbMATH DE number 6969661 |
Statements
Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (English)
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31 October 2018
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Shiryaev-Roberts process
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change-point
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discrete Poisson model
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sequential estimation
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longevity risk
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mortality trend
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mortality jumps
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0.86718297
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0.86258286
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0.85197955
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0.8484249
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0.8438662
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0.8431838
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0.8431331
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