Stochastic Mortality Modelling with Levy Processes based on GLM’s and Applications
Mortality rates have shown a gradual and steady decline over the last decades. In this thesis, we propose a stochastic process for the force of mortality. Similarly to Renshaw et al. (1996), the force of mortality will be defined using an exponential function of Legendre polynomials. In order to mod...
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2013
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| Online Access: | http://spectrum.library.concordia.ca/977552/1/Ahmadi_PhD_F2013.pdf Ahmadi, Seyed Saeed <http://spectrum.library.concordia.ca/view/creators/Ahmadi=3ASeyed_Saeed=3A=3A.html> (2013) Stochastic Mortality Modelling with Levy Processes based on GLM’s and Applications. PhD thesis, Concordia University. |
Internet
http://spectrum.library.concordia.ca/977552/1/Ahmadi_PhD_F2013.pdfAhmadi, Seyed Saeed <http://spectrum.library.concordia.ca/view/creators/Ahmadi=3ASeyed_Saeed=3A=3A.html> (2013) Stochastic Mortality Modelling with Levy Processes based on GLM’s and Applications. PhD thesis, Concordia University.