Joint mortality models based on subordinated linear hypercubes
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Cites work
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives
- Affine processes and applications in finance
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- Linear credit risk models
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- Multivariate Jacobi process with application to smooth transitions
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- Polynomial diffusions and applications in finance
- Polynomial jump-diffusion models
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- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
- The joint mortality of couples in continuous time
- The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
- Two hybrid models for dependent death times of couple: a common shock approach
- Types of dependence and time-dependent association between two lifetimes in single parameter copula models
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