Modelling lifetime dependence for older ages using a multivariate Pareto distribution (Q2520454)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling lifetime dependence for older ages using a multivariate Pareto distribution |
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Modelling lifetime dependence for older ages using a multivariate Pareto distribution (English)
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13 December 2016
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longevity risk
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lifetime dependence
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multivariate Pareto distribution
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quantiles
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Fisher information
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bulk annuity pricing
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truncation
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