Modelling lifetime dependence for older ages using a multivariate Pareto distribution
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- scientific article; zbMATH DE number 7365915
Cites work
- scientific article; zbMATH DE number 5522381 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A multivariate Tweedie lifetime model: censoring and truncation
- Business Failures: Another Example of the Analysis of Failure Data
- Comonotonic approximations to quantiles of life annuity conditional expected present value
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Modelling dependent data for longevity projections
- Multivariate Tweedie lifetimes: the impact of dependence
- Sample quantiles and additive statistics: Information, sufficiency, estimation
- Survival models in a dynamic context: a survey
- Uncertainty in mortality projections: an actuarial perspective
Cited in
(6)- Multivariate conditional aging intensity functions and load-sharing models
- Lifetime dependence models generated by multiply monotone functions
- Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
- Multivariate Tweedie lifetimes: the impact of dependence
- Using fuzzy logic to interpret dependent risks
- Estimating the VaR-induced Euler allocation rule
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