Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model

DOI10.1080/034612303100170091zbMath1129.91335OpenAlexW2090788235MaRDI QIDQ5899410

Grzegorz A. Rempała, Konrad Szatzschneider

Publication date: 29 May 2007

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

Full work available at URL: https://doi.org/10.1080/034612303100170091

zbMATH Keywords

estimatormixture modelparametric bootstrapmortality tablescrude ratesdecrement modelmortality or failure time data

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40)

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