Analysis of Reserves in Multiple Life Insurance using Copula

DOI10.5351/CSAM.2014.21.1.023zbMath1305.91169OpenAlexW1987542439MaRDI QIDQ5171915

Hyun-Tae Kim, Hangsuck Lee, Issac Lee

Publication date: 12 February 2015

Published in: Communications for Statistical Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5351/csam.2014.21.1.023

zbMATH Keywords

Gaussian copulamultiple life insurancejoint life survival functionreserves analysis

Mathematics Subject Classification ID

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

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