A proposition of generalized stochastic Milevsky–Promislov mortality models

DOI10.1080/03461238.2018.1431805zbMath1418.91258OpenAlexW2792166763MaRDI QIDQ4562033

Leslaw Socha, Piotr Śliwka

Publication date: 14 December 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2018.1431805

zbMATH Keywords

Lee-Carter modelIto stochastic differential equationsswitched modelsforecasting of mortality rateshybrid mortality models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Mathematical geography and demography (91D20)

Related Items (3)

Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models ⋮ Forecasting short-term mortality trends using Bernstein polynomials ⋮ Application of the Markov Chains in the Prediction of the Mortality Rates in the Generalized Stochastic Milevsky–Promislov Model

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