Open AccessA Two Factor Model with Mean Reverting Process for Stochastic Mortality
Author(s) -
Kangsoo Lee,
Jae Hoon Jho
Publication year - 2015
Publication title -
korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2015.28.3.393
Subject(s) - mean reversion , econometrics , stochastic modelling , statistics , mortality rate , economics , mathematics , demography , sociology
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