Compound joint-life annuity frailty modeling

DOI10.16929/as/2022.3199.302zbMath1504.62160OpenAlexW4312410320MaRDI QIDQ2683000

Carolyne Adhiambo Ogutu, Joseph Makoteku Ottieno, Patrick Guge Weke, Walter Omonywa Onchere

Publication date: 1 February 2023

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-17/issue-2/Compound-Joint-life-Annuity-Frailty-Modeling/10.16929/as/2022.3199.302.full

zbMATH Keywords

Bayesian inferencepositive stableshared frailtygeneralized exponentialjoint-life annuity

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• A Bayesian analysis of a simultaneous equations model for insurance rate-making
• Analysis of multivariate survival data
• Joint and survivor annuity valuation with a bivariate reinforced urn process
• Graduation of term assurance data using frailty approach
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Bayesian Measures of Model Complexity and Fit
• Correlated positive stable frailty models
• Optimal Risk Classification with an Application to Substandard Annuities
• A new class of weighted exponential distributions
• A Bayesian Approach to Understanding Time Series Data
• Uncertainty in mortality projections: an actuarial perspective

This page was built for publication: Compound joint-life annuity frailty modeling