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Quickest drift change detection in Lévy-type force of mortality model - MaRDI portal

Quickest drift change detection in Lévy-type force of mortality model (Q2335769)

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Quickest drift change detection in Lévy-type force of mortality model
scientific article

    Statements

    title
    Quickest drift change detection in Lévy-type force of mortality model (English)
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    author
    Michał Krawiec
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    Zbigniew Palmowski
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    Łukasz Płociniczak
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    publication date
    15 November 2019
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    zbMATH Keywords
    Lévy processes
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    quickest detection
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    longevity
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    optimal stopping
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    force of mortality
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    life tables
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    change of measure
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    cites work
    Q3845705
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    Q5703381
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    Q4494122
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    Q4550924
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    Q2782369
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    Q3643297
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    Q3378055
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    Q5848416
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60G51
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    62L15
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    62P05
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    62L10
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    zbMATH DE Number
    7130594
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    OpenAlex ID
    W2962762760
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    arXiv ID
    1801.00333
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