Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits

DOI10.1007/s11009-018-9625-4zbMath1411.62294OpenAlexW2792309778MaRDI QIDQ1739347

Raluca Vernic, Michel M. Denuit

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9625-4

zbMATH Keywords

longevity riskindividual modellife tablesBernoulli indicatorpure endowment

Mathematics Subject Classification ID

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

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Cites Work

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