𝔖 Bobbio Scriptorium
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A risk function for the stochastic modeling of electric capacity expansion

✍ Scribed by A. Marín; J. Salmerón

Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
197 KB
Volume
48
Category
Article
ISSN
0894-069X

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✍ Emilia Di Lorenzo; Marilena Sibillo; Gerarda Tessitore 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 166 KB

## Abstract In order to avoid ‘frailty’ in deterministic assumptions concerning survival law, in this paper stochastic volatility in the force of mortality is considered. In particular, mortality rates are studied by means of a stochastic model of CIR type. A method for estimating its parameters is