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Multi-population mortality modeling with Lévy processes
This paper constructs a theoretical framework for multi-population mortality modeling via generalized linear models and Lévy stochastic perturbations driven by a common Brownian motion and idiosyncratic factors to capture the mortality shocks. By having Lévy stochastic perturbations, our model admit...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10225121/ http://dx.doi.org/10.1007/s10203-023-00400-6 |