most citedModelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process

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math.PR2019★ 5 cited

Modelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process

Francisco Delgado-Vences, Arelly Ornelas

We propose to model mortality hazard rates for human population using the exponential of the solution of a stochastic differential equation (SDE). The noise in the SDE is a fractio…