General bivariate Makeham laws

DOI10.1080/03461238.1984.10413763MaRDI QIDQ3217494zbMATH OpenOpenAlexFDO

Authors Patrick L. Brockett

Publication date 1984

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1984.10413763

zbMATH Keywords

random accidentsgeneral bivariate Makeham lawsGompertz marginal distributionsMarshall-Olkin bivariate exponential law

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Functional equations and inequalities (39B99)

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Cites work

• A Multivariate Exponential Distribution
• A nonidentifiability aspect of the problem of competing risks.
• Identifiability for dependent multiple decrement/competing risk models
• On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models

Cited in

(6)

• A law of uniform seniority for dependent lives
• Modeling stochastic mortality for joint lives through subordinators
• A bivariate Gompertz-Makeham life distribution
• On numerical problems in computing life annuities based on the Makeham-Beard law
• Bivariate continuous distributions with specified conditional hazard functions
• Stress-strength and ageing intensity analysis via a new bivariate negative Gompertz-Makeham model

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