Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data

DOI10.1080/03610920903140023zbMath1193.60088OpenAlexW2102004873MaRDI QIDQ3562420

Christos H. Skiadas, Charilaos Skiadas

Publication date: 21 May 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903140023

zbMATH Keywords

stochastic modelinghitting timestochastic simulationfirst exit timehealth state functionlife table datatangent approximationfirst-passage-time densityone-sided Brownian exit densities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic approximation (62L20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Randomness accelerates the dynamic clearing process of the COVID-19 outbreaks in China ⋮ Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function ⋮ The first exit time stochastic theory applied to estimate the life-time of a complicated system ⋮ The health state curve and the health state life table: Life expectancy and healthy life expectancy estimates

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• Dynamic modelling of life table data
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• Inverse Statistical Variates

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