Geodesic
Models for stochastic mortality
Jan Iwanik1
1 Institute of Mathematics and Computer Science Wrocław University of Technology Wyspiańskiego 27 50-370 Wrocław, Poland
Applicationes Mathematicae, Tome 34 (2007) no. 1, pp. 53-73

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

This paper is an attempt to present and analyse stochastic mortality models. We propose a couple of continuous-time stochastic models that are natural generalizations of the Gompertz law in the sense that they reduce to the Gompertz function when the volatility parameter is zero. We provide a statistical analysis of the available demographic data to show that the models fit historical data well. Finally, we give some practical examples for the multidimensional models.
DOI : 10.4064/am34-1-6
Keywords: paper attempt present analyse stochastic mortality models propose couple continuous time stochastic models natural generalizations gompertz law sense reduce gompertz function volatility parameter zero provide statistical analysis available demographic models fit historical finally practical examples multidimensional models

Jan Iwanik 1

1 Institute of Mathematics and Computer Science Wrocław University of Technology Wyspiańskiego 27 50-370 Wrocław, Poland 
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Jan Iwanik. Models for stochastic mortality. Applicationes Mathematicae, Tome 34 (2007) no. 1, pp. 53-73. doi: 10.4064/am34-1-6

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