A dynamic bivariate common shock model with cumulative effect and its actuarial application

DOI10.1080/03461238.2018.1470562zbMath1418.91247OpenAlexW2802504359MaRDI QIDQ4562053

Ji Hwan Cha, Hyunju Lee

Publication date: 14 December 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2018.1470562

zbMATH Keywords

stochastic dependencelife annuitiesshot noise processcommon shock modeljoint life

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Reliability and life testing (62N05)

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