Compound joint-life annuity frailty modeling

DOI10.16929/AS/2022.3199.302MaRDI QIDQ2683000zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bayesian inferenceshared frailtygeneralized exponentialpositive stablejoint-life annuity

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 2028660 (Why is no real title available?)
• scientific article; zbMATH DE number 2101239 (Why is no real title available?)
• A Bayesian Approach to Understanding Time Series Data
• A Bayesian analysis of a simultaneous equations model for insurance rate-making
• 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
• Analysis of multivariate survival data
• Bayesian Measures of Model Complexity and Fit
• Correlated positive stable frailty models
• Graduation of term assurance data using frailty approach
• Joint and survivor annuity valuation with a bivariate reinforced urn process
• Optimal risk classification with an application to substandard annuities
• Uncertainty in mortality projections: an actuarial perspective

Cited in

(1)

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

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