Modelling stochastic mortality for dependent lives
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Cites work
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1556157 (Why is no real title available?)
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Cited in
(43)- A note on multiple life premiums for dependent lifetimes
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
- Estimating the joint survival probabilities of married individuals
- Joint mortality models based on subordinated linear hypercubes
- Modelling mortality dependence with regime-switching copulas
- Modelling mortality dependence: an application of dynamic vine copula
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- A copula approach for finding the type of dependency with mortality force function in insurance market
- Non-parametric copula estimation under bivariate censoring
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- Joint and survivor annuity valuation with a bivariate reinforced urn process
- Geographical diversification and longevity risk mitigation in annuity portfolios
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
- Dynamic bivariate mortality modelling
- Modeling stochastic mortality for joint lives through subordinators
- Stochastic mortality models: an infinite-dimensional approach
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
- A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models
- Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data
- A dynamic bivariate common shock model with cumulative effect and its actuarial application
- Analysis of survivorship life insurance portfolios with stochastic rates of return
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- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- Love and death: a Freund model with frailty
- A study on life insurance premiums under asymmetric dependence using Canadian insurance data
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- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
- U-statistics based tests for marginal hazard rate orderings of two dependent variables
- Archimedean copulas derived from utility functions
- A feasible natural hedging strategy for insurance companies
- Stochastic Mortality Models and Pandemic Shocks
- Two hybrid models for dependent death times of couple: a common shock approach
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