A law of uniform seniority for dependent lives

DOI10.1080/03461238.2021.1895299MaRDI QIDQ5014495zbMATH OpenOpenAlexFDO

Authors Christian Genest, Nikolai Kolev

Publication date 8 December 2021

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03461238.2021.1895299

zbMATH Keywords

copulareliability theorysurvival functionjoint life insurance

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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Cited in

(4)

• Stochastic monotonicity of dependent variables given their sum
• Copula modeling from Abe Sklar to the present day
• On sums of dependent random lifetimes under the time-transformed exponential model
• A note on bivariate survival functions following a law of uniform seniority

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