Love and death: a Freund model with frailty

DOI10.1016/j.insmatheco.2015.03.016zbMath1348.62237OpenAlexW2739822670MaRDI QIDQ492627

Yang Lu, Christian Gouriéroux

Publication date: 20 August 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.016

zbMATH Keywords

copulafrailtylife insurancecompeting risksbroken-heartcoupled livesFreund modellast survivor insurance

Mathematics Subject Classification ID

Related Items (9)

Dynamic bivariate mortality modelling ⋮ A dynamic bivariate common shock model with cumulative effect and its actuarial application ⋮ BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ A COPULA APPROACH FOR FINDING THE TYPE OF DEPENDENCY WITH MORTALITY FORCE FUNCTION IN INSURANCE MARKET ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ A law of uniform seniority for dependent lives

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Modelling stochastic mortality for dependent lives
• An introduction to copulas. Properties and applications
• Analysis of multivariate survival data
• Pricing default events: surprise, exogeneity and contagion
• Bivariate Survival Models for Coupled Lives
• Statistical Analysis of Illness-Death Processes and Semicompeting Risks Data
• A Bivariate Extension of the Exponential Distribution
• Copula models of joint last survivor analysis
• Types of dependence and time-dependent association between two lifetimes in single parameter copula models
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• A Bivariate Failure Model
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• The Identifiability of the Mixed Proportional Hazards Competing Risks Model
• The Nonparametric Identification of Treatment Effects in Duration Models
• A Re-Examination of the Joint Mortality Functions

This page was built for publication: Love and death: a Freund model with frailty