Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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How lifetime is changing? Detection of drift changes in mortality models

2016/23/N/HS4/02106

Keywords:

mortality rate drift change detection lifetables stochastic processes

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_4: Population dynamics, demographic processes

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Wrocławski, Wydział Matematyki i Informatyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

Michał Krawiec 

Number of co-investigators in the project: 2

Call: PRELUDIUM 12 - announced on 2016-09-15

Amount awarded: 67 200 PLN

Project start date (Y-m-d): 2017-09-14

Project end date (Y-m-d): 2020-09-13

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Laptop (6 000 PLN)

Information in the final report

  • Publication in academic press/journals (2)
  1. Quickest drift change detection in Lévy-type force of mortality model
    Authors:
    Michał Krawiec, Zbigniew Palmowski, Łukasz Płociniczak
    Academic press:
    Applied Mathematics and Computation (rok: 2018, tom: 338, strony: 432-450), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.amc.2018.06.038 - link to the publication
  2. Multivariate Levy-type drift change detection with unknown post-change parameter and mortality modeling
    Authors:
    Michał Krawiec, Zbigniew Palmowski
    Academic press:
    Applied Mathematics and Optimization , Wydawca: Springer
    Status:
    Submitted