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Comparison Between Future Lifetime Distribution and Its Approximations
3 references·1 citing·11 second hop
Comparison Between Future Lifetime Distribution and Its Approximations (2002)Comparison Between Future Lifetime Distri…Statistical Independence and Fractional Age Assumptions (1997)Statistical Independence and …Ordering of actuarial risks (1994)Ordering of actuarial risksActuarial Mathematics. (1986)Actuarial Mathematics.Comparison and bounds for functionals of future lifetimes consistent with life tables (2011)Comparison and bounds for fun…A family of fractional age assumptions (2000)A critique of fractional age assumptions (2002)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Loss Distributions (1984)Quadratic fractional age assumption revisited (2010)Comonotonicity, correlation order and premium principles (1998)Ordering risks: Expected utility theory versus Yaari's dual theory of risk (1998)Understanding Relationships Using Copulas (1998)Controlled diffusion models for optimal dividend pay-out (1997)Affine processes for dynamic mortality and actuarial valuations (2005)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)
this work references cited by second hop

References

  • 1986Actuarial Mathematics.623 cited
  • 1994Ordering of actuarial risks180 cited
  • 1997Statistical Independence and Fractional Age Assumptions16 cited

Cited by

  • 2011Comparison and bounds for functionals of future lifetimes consistent with life tables7 cited

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