JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS

DOI10.1017/asb.2019.3zbMath1410.91267OpenAlexW2919738624WikidataQ128306557 ScholiaQ128306557MaRDI QIDQ5379413

Sabrina Mulinacci, Nikolai Kolev, Fabio Gobbi

Publication date: 29 May 2019

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2019.3

zbMATH Keywords

copulasingularitymortality intensitybivariate Marshall-Olkin's modeljoint life insurance products

Mathematics Subject Classification ID

Related Items (7)

Bivariate Sarmanov phase-type distributions for joint lifetimes modeling ⋮ Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications ⋮ Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions ⋮ A Marshall-Olkin type multivariate model with underlying dependent shocks ⋮ Joint life care annuities to help retired couples to finance the cost of long-term care ⋮ Joint lifetime modeling with matrix distributions ⋮ A law of uniform seniority for dependent lives

Cites Work

• Unnamed Item
• Love and death: a Freund model with frailty
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• Bivariate extreme statistics. I
• An introduction to copulas.
• Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm
• Modelling stochastic mortality for dependent lives
• A weak version of bivariate lack of memory property
• ML estimation for multivariate shock models via an EM algorithm
• Bivariate Survival Models for Coupled Lives
• Statistical Inference for a New Class of Multivariate Pareto Distributions
• Copula models of joint last survivor analysis
• Types of dependence and time-dependent association between two lifetimes in single parameter copula models
• Bivariate Survival Models Induced by Frailties
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• A dynamic bivariate common shock model with cumulative effect and its actuarial application
• BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE
• Bayesian Information Criterion for Censored Survival Models
• Extended Marshall–Olkin Model and Its Dual Version
• A Multivariate Exponential Distribution

This page was built for publication: JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS