Stochastic mortality dynamics driven by mixed fractional Brownian motion
Hongjuan Zhou, Kenneth Q. Zhou, Xianping Li
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhou, Hongjuan ; Zhou, Kenneth Q. ; Li, Xianping |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 218-238
|
| Subject: | Stochastic mortality modeling | Long-range dependence | Directional derivative | Mortality sensitivity | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380522