The survival probability of mortality intensity with jump-diffusion
In this paper we derive the survival probability with mortality intensity based on stochastic differential equations with jump-diffusion. Also, we consider the problem of estimation of parameters appearing in mortality intensity models by using the maximum likelihood method. Numerical examples are given.
|Collections||ANU Research Publications|
|Source:||Journal of the Korean statistical society|
|01_Park_The_survival_probability_of_2008.pdf||611.63 kB||Adobe PDF||Request a copy|
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