Compound joint-life annuity frailty modeling

DOI10.16929/AS/2022.3199.302zbMATH Open1504.62160OpenAlexW4312410320MaRDI QIDQ2683000FDOQ2683000

Authors: Walter Omonywa Onchere, Patrick Guge Weke, Joseph Makoteku Ottieno, Carolyne Adhiambo Ogutu 

Publication date: 1 February 2023

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-17/issue-2/Compound-Joint-life-Annuity-Frailty-Modeling/10.16929/as/2022.3199.302.full

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zbMATH Keywords

Bayesian inferenceshared frailtygeneralized exponentialpositive stablejoint-life annuity

Mathematics Subject Classification ID

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

Cites Work

• Bayesian Measures of Model Complexity and Fit
• Analysis of multivariate survival data
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• A new class of weighted exponential distributions
• Uncertainty in mortality projections: an actuarial perspective
• A Bayesian analysis of a simultaneous equations model for insurance rate-making
• Title not available (Why is that?)
• Title not available (Why is that?)
• Joint and survivor annuity valuation with a bivariate reinforced urn process
• Correlated positive stable frailty models
• Graduation of term assurance data using frailty approach
• A Bayesian Approach to Understanding Time Series Data
• Optimal risk classification with an application to substandard annuities

Cited In (1)

• Joint and survivor annuity valuation with a bivariate reinforced urn process

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