A general shock model for modelling coupled lives and its application to life insurance

DOI10.1080/03610926.2019.1676449MaRDI QIDQ5079989zbMATH OpenOpenAlexFDO

Authors Hyunju Lee

Publication date 30 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1676449

zbMATH Keywords

common shock modelgeneralized polya processjoint lifelife annuitiesstochastic dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Stochastic orders

Cited in

(2)

• Livestock mortality catastrophe insurance using fatal shock process
• Two hybrid models for dependent death times of couple: a common shock approach

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