| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145084 | Journal of the Korean Statistical Society | 2008 | 9 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hyun Suk Park,