Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10005374609
Persistent link: https://www.econbiz.de/10005374630
This paper addresses the modelling of human mortality by the aid of doubly stochastic processes with an intensity driven by a positive Lévy process. We focus on intensities having a mean reverting stochastic component. Furthermore, driving Lévy processes are pure jump processes belonging to...
Persistent link: https://www.econbiz.de/10005374867
Persistent link: https://www.econbiz.de/10005374941