Application of the Markov Chains in the Prediction of the Mortality Rates in the Generalized Stochastic Milevsky–Promislov Model

DOI10.1007/978-3-030-23433-1_14zbMath1430.91066OpenAlexW2978216512MaRDI QIDQ5208481

Piotr Śliwka

Publication date: 16 January 2020

Published in: Trends in Biomathematics: Mathematical Modeling for Health, Harvesting, and Population Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-23433-1_14

zbMATH Keywords

Markov switching modelsItô stochastic differential equationsforecasting of mortality rateshybrid mortality modelsMarkov (set) chain

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Applications of continuous-time Markov processes on discrete state spaces (60J28) Actuarial mathematics (91G05)

Related Items (1)

Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models

Cites Work

• Modeling and Forecasting U.S. Mortality
• Markov set-chains
• A proposition of generalized stochastic Milevsky–Promislov mortality models
• Unnamed Item

This page was built for publication: Application of the Markov Chains in the Prediction of the Mortality Rates in the Generalized Stochastic Milevsky–Promislov Model