𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A stochastic model for the force of interest

✍ Scribed by Emilia Di Lorenzo; Marilena Sibillo

Book ID
112897945
Publisher
Springer-Verlag
Year
1995
Tongue
German
Weight
160 KB
Volume
22
Category
Article
ISSN
1864-0281

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A stochastic model for the force of inte
A stochastic model for the force of interest : 074018 (M11) Di Lorenzo E., Sibillo M., BlΓ€tter der Deutschen Gesellschaft fΓΌr Versicherungsmathematik, Vol. 22, nr. 2, 1995, pp. 255–258
πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 117 KB

Donsker-Varadhan theory, and other modern developments. We then apply the large deviation theorems to three models in statist\_i.cal mechanics, the Curie-Weiss model, the Curie-Weiss-Potts model, and the Ising model. These models are analyzed by the three respective levels of the Donsker-Varadhan th

A stochastic proportional hazard model f
A stochastic proportional hazard model for the force of mortality
✍ Emilia Di Lorenzo; Marilena Sibillo; Gerarda Tessitore πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 166 KB

## Abstract In order to avoid β€˜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