Dynamic bivariate mortality modelling

DOI10.1007/S11009-022-09955-0zbMATH Open1489.91221OpenAlexW4221041849MaRDI QIDQ2152246FDOQ2152246

Authors: Ying Jiao, Yahia Salhi, Shihua Wang 

Publication date: 7 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-022-09955-0

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zbMATH Keywords

copuladependenceconditional survival probabilitybivariate mortalitybroken-heart syndrome

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Bivariate extreme statistics. I
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• Title not available (Why is that?)
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• Knowledge Elicitation of Gompertz' Law of Mortality
• AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY
• A note on multiple life premiums for dependent lifetimes
• BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE
• Density Approach in Modeling Successive Defaults
• Modeling stochastic mortality for joint lives through subordinators
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives
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Cited In (4)

• Bivariate stochastic modeling of functional response with natural mortality
• Modelling stochastic mortality for dependent lives
• Title not available (Why is that?)
• Two hybrid models for dependent death times of couple: a common shock approach

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