A general shock model for modelling coupled lives and its application to life insurance

DOI10.1080/03610926.2019.1676449OpenAlexW2979704849MaRDI QIDQ5079989

Hyunju Lee

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1676449

zbMATH Keywords

stochastic dependencelife annuitiesgeneralized polya processcommon shock modeljoint life

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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