Modelling stochastic mortality for dependent lives

DOI10.1016/j.insmatheco.2008.06.005zbMath1189.91076OpenAlexW2119478879MaRDI QIDQ974810

Jaap Spreeuw, Elena Vigna, Elisa Luciano

Publication date: 8 June 2010

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

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12895/1/LucianoSpreeuwVignanewversion.pdf

zbMATH Keywords

stochastic mortalityjoint survival functionbest fit copuladependent livesgeneration effecttime-dependent association

Mathematics Subject Classification ID

Related Items (30)

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