<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "A continuous-time stochastic model for the mortality surface of multiple populations"^^ . "We formulate, study and calibrate a continuous-time model for\r\nthe joint evolution of the mortality surface of multiple populations. We model\r\nthe mortality intensity by age and population as a mixture of stochastic latent\r\nfactors, that can be either population-specific or common to all populations.\r\nThese factors are described by affine time-(in)homogenous stochastic processes.\r\nTraditional, deterministic mortality laws can be extended to multi-population\r\nstochastic counterparts within our framework. We detail the calibration pro-\r\ncedure when factors are Gaussian, using centralized data-fusion Kalman filter.\r\nWe provide an application based on the mortality of UK males and females.\r\nAlthough parsimonious, the specification we calibrate provides a good fit of\r\nthe observed mortality surface (ages 0-99) of both sexes between 1960 and\r\n2013."^^ . "2016-07" . . "3" . . "IMT School for Advanced Studies Lucca"^^ . . . . . . . . . . "Petar"^^ . "Jevtić"^^ . "Petar Jevtić"^^ . . "Luca"^^ . "Regis"^^ . "Luca Regis"^^ . . . . . . "A continuous-time stochastic model for the mortality surface of multiple populations (PDF)"^^ . . . . . . "EIC_WP_3_2016.pdf"^^ . . . "A continuous-time stochastic model for the mortality surface of multiple populations (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "A continuous-time stochastic model for the mortality surface of multiple populations (Other)"^^ . . . . . . "preview.jpg"^^ . . . "A continuous-time stochastic model for the mortality surface of multiple populations (Other)"^^ . . . . . . "medium.jpg"^^ . . . "A continuous-time stochastic model for the mortality surface of multiple populations (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #3518 \n\nA continuous-time stochastic model for the mortality surface of multiple populations\n\n" . "text/html" . . . "HB Economic Theory"@en . .