Pages that link to "Item:Q974810"
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The following pages link to Modelling stochastic mortality for dependent lives (Q974810):
Displayed 30 items.
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach (Q258946) (← links)
- Estimating the joint survival probabilities of married individuals (Q282276) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Love and death: a Freund model with frailty (Q492627) (← links)
- Joint and survivor annuity valuation with a bivariate reinforced urn process (Q2038234) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Modeling stochastic mortality for joint lives through subordinators (Q2212170) (← links)
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
- Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data (Q2323674) (← links)
- Analysis of survivorship life insurance portfolios with stochastic rates of return (Q2364002) (← links)
- The joint mortality of couples in continuous time (Q2364010) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- 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 (Q2447403) (← links)
- A note on multiple life premiums for dependent lifetimes (Q2513437) (← links)
- Archimedean copulas derived from utility functions (Q2514623) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- A dynamic bivariate common shock model with cumulative effect and its actuarial application (Q4562053) (← links)
- BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE (Q4563816) (← links)
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- A general shock model for modelling coupled lives and its application to life insurance (Q5079989) (← links)
- GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
- Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)
- Weighted U-statistics for likelihood-ratio ordering of bivariate data (Q6157037) (← links)
- Joint lifetime modeling with matrix distributions (Q6160718) (← links)