A note on multiple life premiums for dependent lifetimes
From MaRDI portal
Publication:2513437
DOI10.1016/j.insmatheco.2014.04.007zbMath1304.91115MaRDI QIDQ2513437
Marek Kaluszka, Andrzej Okolewski
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.04.007
dependent future lifetimes; multiple life premium; Samaniego's signatures; survival status; symmetric status
Related Items
A dynamic bivariate common shock model with cumulative effect and its actuarial application, Stability of expected \(L\)-statistics against weak dependence of observations, Dynamic bivariate mortality modelling
Cites Work
- Stability of \(L\)-statistics from weakly dependent observations
- Correlated intensity, counter party risks, and dependent mortalities
- Reliability and expectation bounds for coherent systems with exchangeable components
- Modelling stochastic mortality for dependent lives
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Analysis of multivariate survival data
- System signatures and their applications in engineering reliability
- Bivariate Survival Models for Coupled Lives
- Types of dependence and time-dependent association between two lifetimes in single parameter copula models
- On Closure of the IFR Class Under Formation of Coherent Systems
- Bivariate Survival Models Induced by Frailties
- A Multivariate Exponential Distribution
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item