A Re-Examination of the Joint Mortality Functions

DOI10.1080/10920277.2002.10596035MaRDI QIDQ5715851zbMATH OpenOpenAlexFDO

Authors Heekyung Youn, Edwin Herman, Arkady Shemyakin

Publication date 5 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2002.10596035

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Cited in

(4)

• Joint and survivor annuity valuation with a bivariate reinforced urn process
• Copula models of joint last survivor analysis
• Types of dependence and time-dependent association between two lifetimes in single parameter copula models
• Love and death: a Freund model with frailty

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