Types of dependence and time-dependent association between two lifetimes in single parameter copula models

DOI10.1080/03461230600952880zbMath1152.91038OpenAlexW2145182258MaRDI QIDQ3440854

Jaap Spreeuw

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/2301/1/169ARP.pdf

zbMATH Keywords

Archimedean copulasconditional law of mortalityjoint survival distributionsmultiple life contingencies

Mathematics Subject Classification ID

Related Items (10)

Dynamic bivariate mortality modelling ⋮ BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE ⋮ A Marshall-Olkin type multivariate model with underlying dependent shocks ⋮ Modeling stochastic mortality for joint lives through subordinators ⋮ JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS ⋮ Love and death: a Freund model with frailty ⋮ Modelling stochastic mortality for dependent lives ⋮ A note on multiple life premiums for dependent lifetimes ⋮ Archimedean copulas derived from utility functions ⋮ A COPULA APPROACH FOR FINDING THE TYPE OF DEPENDENCY WITH MORTALITY FORCE FUNCTION IN INSURANCE MARKET

Cites Work

• An introduction to copulas. Properties and applications
• On some association measures in bivariate distributions and their relationships
• A measure of association for bivariate frailty distribution
• Bivariate Survival Models for Coupled Lives
• Multivariate survival distributions
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Frank's family of bivariate distributions
• Bivariate Survival Models Induced by Frailties
• Time-Dependent Association Measures for Bivariate Survival Distributions
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Frailty selection in bivariate survival models: A cautionary note
• Some Concepts of Dependence
• A Re-Examination of the Joint Mortality Functions
• Generalized Frasier Claim Rates Under Survivorship Life Insurance Policies
• Understanding Relationships Using Copulas
• On the preservation of copula structure under truncation

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