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  • Search: subject:"non-mean-reverting Cox–Ingersoll–Ross process"
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Child mortality 1 Kindersterblichkeit 1 Mortality 1 Ornstein–Uhleneck process 1 Sterblichkeit 1 Stochastic process 1 Stochastischer Prozess 1 bereavement effect 1 broken-heart syndrome 1 developing societies 1 joint mortality 1 non-mean-reverting Cox–Ingersoll–Ross process 1 socioeconomic effect 1 stochastic mortality 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Constantinescu, Corina 1 Henshaw, Kira 1 Menoukeu Pamen, Olivier 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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Stochastic mortality modelling for dependent coupled lives
Henshaw, Kira; Constantinescu, Corina; Menoukeu Pamen, … - In: Risks : open access journal 8 (2020) 1/17, pp. 1-28
Broken-heart syndrome is the most common form of short-term dependence, inducing a temporary increase in an individual´ force of mortality upon the occurrence of extreme events, such as the loss of a spouse. Socioeconomic influences on bereavement processes allow for suggestion of variability...
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