Copula-based inference for bivariate survival data with left truncation and dependent censoring
DOI10.1016/j.insmatheco.2022.07.011OpenAlexW4286255261MaRDI QIDQ2682970
Negera Wakgari Deresa, Katrien Antonio, Ingrid Van Keilegom
Publication date: 1 February 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.07.011
copulaassociationdependent censoringleft truncationadministrative censoringbivariate modelinglife annuity pricingmultiple life contingent risks
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02) Actuarial mathematics (91G05)
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