Abstract
In 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.
Original language | English |
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Pages (from-to) | 355-363 |
Number of pages | 9 |
Journal | Journal of the Korean Statistical Society |
Volume | 37 |
Issue number | 4 |
DOIs | |
Publication status | Published - Dec 2008 |