{"paper":{"title":"Modelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.AP"],"primary_cat":"math.PR","authors_text":"Arelly Ornelas, Francisco Delgado-Vences","submitted_at":"2019-01-03T15:58:11Z","abstract_excerpt":"We propose to model mortality hazard rates for human population using the exponential of the solution of a stochastic differential equation (SDE). The noise in the SDE is a fractional Brownian motion. We will use the well-known fractional Ornstein-Uhlenbeck process. Using the Hurst parameter we showed that mortality rates exhibit long-term memory. The proposed model is a generalization of the model introduced by [6], where they used an SDE driven with a Brownian motion. We tested our model with the Italian population between the years 1950 to 2004."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1901.00795","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}