Stochastic differential equations death rates models: the Portuguese case
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- Booth, H. & Tickle, L., 2008. "Mortality Modelling and Forecasting: a Review of Methods," Annals of Actuarial Science, Cambridge University Press, vol. 3(1-2), pages 3-43, September.
- Matthieu Garcin & Martino Grasselli, 2022. "Long versus short time scales: the rough dilemma and beyond," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 257-278, June.
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Keywords
Death rates; Geometric Brownian motion; Stochastic Gompertz model; Stochastic differential equations; Forecasting; Life insurance.;All these keywords.
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