Markov Aging Process and Phase-Type Law of Mortality

DOI10.1080/10920277.2007.10597486zbMath1480.91221OpenAlexW1977141703MaRDI QIDQ5019770

Xiaoming Liu, X. Sheldon Lin

Publication date: 10 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597486

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Actuarial mathematics (91G05)

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Cites Work

• Modeling and Forecasting U.S. Mortality
• The effects of health histories on stochastic process models of aging and mortality
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
• A Markov Model for Analysing Cancer Markers and Disease States in Survival Studies
• Modeling Markers of Disease Progression by a Hidden Markov Process: Application to Characterizing CD4 Cell Decline
• A Simplex Method for Function Minimization
• Mortality Change and Forecasting
• Forecasting Changes in Mortality
• The Stochastic Theory of Mortality*
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