Application of Continuous Non-Gaussian Mortality Models with Markov Switchings to Forecast Mortality Rates

Application of Continuous Non-Gaussian Mortality Models with Markov Switchings to Forecast Mortality Rates

The ongoing pandemic has resulted in the development of models dealing with the rate of virus spread and the modelling of mortality rates <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>μ</mi&...

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Bibliographic Details
Main Authors: Piotr Sliwka, Leslaw Socha
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Applied Sciences
Subjects:
forecasting of mortality rates
hybrid mortality models
switched models
Lee–Carter model
Ito stochastic differential equations
Markov switchings
Online Access:https://www.mdpi.com/2076-3417/12/12/6203

Internet

https://www.mdpi.com/2076-3417/12/12/6203

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