Projects funded by the NCN
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
Principal investigator (from the host institution):
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]
- Laptop (6 000 PLN)
Information in the final report
- Publication in academic press/journals (2)
- Quickest drift change detection in Lévy-type force of mortality modelAuthors:Michał Krawiec, Zbigniew Palmowski, Łukasz PłociniczakAcademic press:Applied Mathematics and Computation (rok: 2018, tom: 338, strony: 432-450), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.amc.2018.06.038 - link to the publication
- Multivariate Levy-type drift change detection with unknown post-change parameter and mortality modelingAuthors:Michał Krawiec, Zbigniew PalmowskiAcademic press:Applied Mathematics and Optimization , Wydawca: SpringerStatus:SubmittedDOI:brak - link to the publication