Modelling stochastic mortality for dependent lives
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Publication:974810
DOI10.1016/j.insmatheco.2008.06.005zbMath1189.91076MaRDI QIDQ974810
Elena Vigna, Elisa Luciano, Jaap Spreeuw
Publication date: 8 June 2010
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12895/1/LucianoSpreeuwVignanewversion.pdf
stochastic mortality; joint survival function; best fit copula; dependent lives; generation effect; time-dependent association
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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