Bivariate analysis of survivorship and persistency

DOI10.1016/S0167-6687(01)00079-8zbMath1025.62043MaRDI QIDQ1413291

Emiliano A. Valdez

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

copulasinsurancepersistencysurvivorshipbivariate analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Markov chain modeling of policyholder behavior in life insurance and pension ⋮ Modelling the joint distribution of competing risks survival times using copula functions ⋮ Dependent competing risks: cause elimination and its impact on survival ⋮ Life insurance policy termination and survivorship

Cites Work

• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• An introduction to copulas. Properties and applications
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity
• Withdrawal Benefits under a Dependent Double Decrement Model
• A nonidentifiability aspect of the problem of competing risks.
• Understanding Relationships Using Copulas
• A Model for Analyzing the Impact of Selective Lapsation on Mortality
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