Two hybrid models for dependent death times of couple: a common shock approach
From MaRDI portal
Publication:6547261
DOI10.1080/03461238.2023.2264555zbMATH Open1537.9124MaRDI QIDQ6547261FDOQ6547261
Authors: Zied Chaieb, Domenico De Giovanni, Djibril Gueye
Publication date: 30 May 2024
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Cites Work
- Kaplan-Meier estimate on the plane
- On the Lambert \(w\) function
- Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
- Affine processes and applications in finance
- Bivariate Survival Models for Coupled Lives
- Affine processes for dynamic mortality and actuarial valuations
- Modelling stochastic mortality for dependent lives
- On the Laplace transform of the lognormal distribution
- Mortality derivatives and the option to annuitise.
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
- Types of dependence and time-dependent association between two lifetimes in single parameter copula models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic bounds and dependence properties of survival times in a multicomponent shock model
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH
- Dynamic bivariate mortality modelling
- Modeling stochastic mortality for joint lives through subordinators
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
- A dynamic bivariate common shock model with cumulative effect and its actuarial application
- A general shock model for modelling coupled lives and its application to life insurance
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
- Generalized Cox model for default times
This page was built for publication: Two hybrid models for dependent death times of couple: a common shock approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6547261)