A law of uniform seniority for dependent lives

DOI10.1080/03461238.2021.1895299zbMATH Open1480.91205OpenAlexW3145965401MaRDI QIDQ5014495FDOQ5014495

Authors: Christian Genest, Nikolai Kolev 

Publication date: 8 December 2021

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

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

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zbMATH Keywords

copulareliability theorysurvival functionjoint life insurance

Mathematics Subject Classification ID

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

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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