A General Semi-Markov Model for Coupled Lifetimes

DOI10.1080/10920277.2018.1513370zbMath1411.91290OpenAlexW2914561783MaRDI QIDQ5742902

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Publication date: 8 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/227090

zbMATH Keywords

semi-Markov modelmarital statusjoint-life annuitiestwo-population mortality improvement model

Mathematics Subject Classification ID

Applications of branching processes (60J85)

Related Items (1)

Joint life care annuities to help retired couples to finance the cost of long-term care

Cites Work

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• A step-by-step guide to building two-population stochastic mortality models
• A Gravity Model of Mortality Rates for Two Related Populations
• Measuring Basis Risk in Longevity Hedges
• Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples*
• Natural Hedging of Life and Annuity Mortality Risks
• Normalized Exponential Tilting
• Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II

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