Estimating the joint survival probabilities of married individuals

DOI10.1016/J.INSMATHECO.2015.12.006MaRDI QIDQ282276zbMATH OpenOpenAlexFDO

Authors Lisanne Sanders, Bertrand Melenberg

Publication date 12 May 2016

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2015.12.006

zbMATH Keywords

mortalitylife expectancyjoint survivalannuitynonparametrics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 4131506 (Why is no real title available?)
• scientific article; zbMATH DE number 3992730 (Why is no real title available?)
• A general theory of some positive dependence notions
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• Association of Random Variables, with Applications
• Bivariate Survival Models for Coupled Lives
• Equation of state calculations by fast computing machines
• Families of Multivariate Distributions
• Following the rules: integrating asset allocation and annuitization in retirement portfolios
• Kaplan-Meier estimate on the plane
• Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
• Life insurance mathematics (The Markovian Model)
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Modelling stochastic mortality for dependent lives
• Monte Carlo sampling methods using Markov chains and their applications
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Semi-Nonparametric Maximum Likelihood Estimation
• Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring
• Some Concepts of Dependence

Cited in

(5)

• Efficient valuation of joint life variable annuities with guaranteed minimum death benefits
• The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
• Estimation of duration of separation, widowhood, and family life cycle
• The joint mortality of couples in continuous time
• Joint and survivor annuity valuation with a bivariate reinforced urn process

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