Joint and survivor annuity valuation with a bivariate reinforced urn process

DOI10.1016/j.insmatheco.2021.04.004zbMath1467.91151OpenAlexW3152808032MaRDI QIDQ2038234

Luis A. Souto Arias, Pasquale Cirillo

Publication date: 6 July 2021

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.04.004

zbMATH Keywords

Bayesian nonparametricsbivariate survival functionannuityright-censoringreinforced urn process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

Compound joint-life annuity frailty modeling

Uses Software

• PMTK

Cites Work

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