Park, Hyun Suk2015-12-101226-3192http://hdl.handle.net/1885/56726In 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.Keywords: 60J75; 62P05; Jump-diffusions; Mortality intensity; Partial differential equation; primary; secondary; Survival probability200810.1016/j.jkss.2008.06.0012015-12-09