Love and death: a Freund model with frailty

DOI10.1016/J.INSMATHECO.2015.03.016zbMath1348.62237OpenAlexW2739822670MaRDI QIDQ492627

Yang Lu, Christian Gouriéroux

Publication date: 20 August 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.016

zbMATH Keywords

copulafrailtylife insurancecompeting risksbroken-heartcoupled livesFreund modellast survivor insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (9)

Dynamic bivariate mortality modelling ⋮ A dynamic bivariate common shock model with cumulative effect and its actuarial application ⋮ BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ A COPULA APPROACH FOR FINDING THE TYPE OF DEPENDENCY WITH MORTALITY FORCE FUNCTION IN INSURANCE MARKET ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ A law of uniform seniority for dependent lives

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