Estimating the joint survival probabilities of married individuals

DOI10.1016/J.INSMATHECO.2015.12.006zbMATH Open1348.62246OpenAlexW2199641360MaRDI QIDQ282276FDOQ282276

Bertrand Melenberg, Lisanne Sanders

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

Recommendations

• A General Semi-Markov Model for Coupled Lifetimes
• The joint mortality of couples in continuous time
• Bivariate Survival Models for Coupled Lives
• The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
• Joint and survivor annuity valuation with a bivariate reinforced urn process

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)

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Monte Carlo sampling methods using Markov chains and their applications
• Semi-Nonparametric Maximum Likelihood Estimation
• Kaplan-Meier estimate on the plane
• Equation of State Calculations by Fast Computing Machines
• Some Concepts of Dependence
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Families of Multivariate Distributions
• Association of Random Variables, with Applications
• Bivariate Survival Models for Coupled Lives
• Title not available (Why is that?)
• Modelling stochastic mortality for dependent lives
• Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
• A general theory of some positive dependence notions
• Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring
• An inverse-probability-weighted approach to estimation of the bivariate survival function under left-truncation and right-censoring
• Title not available (Why is that?)
• Life insurance mathematics (The Markovian Model)
• Following the rules: integrating asset allocation and annuitization in retirement portfolios

Cited In (3)

• The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
• Estimation of duration of separation, widowhood, and family life cycle
• Joint and survivor annuity valuation with a bivariate reinforced urn process

This page was built for publication: Estimating the joint survival probabilities of married individuals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q282276)