Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
DOI10.1007/S11009-021-09875-5zbMATH Open1489.62331OpenAlexW3168117297MaRDI QIDQ2152256FDOQ2152256
Khouzeima Moutanabbir, Hassan Abdelrahman
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/s11009-021-09875-5
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Probability distributions: general theory (60E05) Reliability and life testing (62N05) Actuarial mathematics (91G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Phase-type aging modeling for health dependent costs
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- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
Cited In (5)
- Joint lifetime modeling with matrix distributions
- Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution
- A Riccati-Bernoulli sub-ODE method for some nonlinear evolution equations
- Multivariate matrix-exponential affine mixtures and their applications in risk theory
- Block and Basu bivariate lifetime distribution in the presence of cure fraction
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