The joint mortality of couples in continuous time

DOI10.1016/J.INSMATHECO.2017.05.002zbMATH Open1394.62144OpenAlexW2562861616MaRDI QIDQ2364010FDOQ2364010

Authors: Petar Jevtić, T. R. Hurd 

Publication date: 17 July 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.05.002

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zbMATH Keywords

continuous timestochastic mortalitydependent livesgeneration effectbereavementbroken-heart effectjoint survivorship

Mathematics Subject Classification ID

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

Cites Work

• Analysis of multivariate survival data
• Understanding Relationships Using Copulas
• Bivariate Survival Models for Coupled Lives
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• Affine processes for dynamic mortality and actuarial valuations
• Modelling stochastic mortality for dependent lives
• Title not available (Why is that?)
• Term-structure models. A graduate course
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
• Valuation of equity-indexed annuity under stochastic mortality and interest rate
• Mortality derivatives and the option to annuitise.
• Affine stochastic mortality
• Title not available (Why is that?)

Cited In (11)

• Joint lifetime modeling with matrix distributions
• Estimating the joint survival probabilities of married individuals
• Modelling stochastic mortality for dependent lives
• Impact of the stress factor on the price of widow's pensions. Proofs
• The impact of stress factors on the price of widow's pensions
• Broken-heart, common life, heterogeneity: analyzing the spousal mortality dependence
• Dynamic bivariate mortality modelling
• Modeling stochastic mortality for joint lives through subordinators
• Brief synopsis of the scientific career of T. R. Hurd
• Love and death: a Freund model with frailty
• A Re-Examination of the Joint Mortality Functions

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