Book contents
- Frontmatter
- Contents
- Preface
- Part One Analysing Portfolio Mortality
- Part Two Regression And Projection Models
- Part Three Multiple-State Models
- 14 Markov Multiple-State Models
- 15 Inference in the Markov Model
- 16 Competing Risks Models
- 17 Counting Process Models
- Appendix A R Commands
- Appendix B Basic Likelihood Theory
- Appendix C Conversion to Published Tables
- Appendix D Numerical Integration
- Appendix E Mean and Variance-Covariance of a Vector
- Appendix F Differentiation with Respect to a Vector
- Appendix G Kronecker Product of Two Matrices
- Appendix H R Functions and Programs
- References
- Author Index
- Index
17 - Counting Process Models
from Part Three - Multiple-State Models
Published online by Cambridge University Press: 28 April 2018
Book contents
- Frontmatter
- Contents
- Preface
- Part One Analysing Portfolio Mortality
- Part Two Regression And Projection Models
- Part Three Multiple-State Models
- 14 Markov Multiple-State Models
- 15 Inference in the Markov Model
- 16 Competing Risks Models
- 17 Counting Process Models
- Appendix A R Commands
- Appendix B Basic Likelihood Theory
- Appendix C Conversion to Published Tables
- Appendix D Numerical Integration
- Appendix E Mean and Variance-Covariance of a Vector
- Appendix F Differentiation with Respect to a Vector
- Appendix G Kronecker Product of Two Matrices
- Appendix H R Functions and Programs
- References
- Author Index
- Index
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- Modelling Mortality with Actuarial Applications , pp. 307 - 328Publisher: Cambridge University PressPrint publication year: 2018