References

• 1999An Introduction to Copulas7,743 cited
• 2004Copula Methods in Finance2,013 cited
• 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
• 2011Quantitative Risk Management985 cited
• 2006Marital status and mortality in the elderly: A systematic review and meta-analysis664 cited
• 2005Affine processes for dynamic mortality and actuarial valuations354 cited
• 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
• 1996Annuity Valuation with Dependent Mortality256 cited
• 2012Widowhood and Mortality: A Meta-Analysis and Meta-Regression213 cited
• 2005Affine stochastic mortality192 cited
• 2005Non Mean Reverting Affine Processes for Stochastic Mortality131 cited
• 1998“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998115 cited
• 2000Bivariate Survival Models for Coupled Lives106 cited
• 2008Modelling stochastic mortality for dependent lives105 cited
• 2008Mortality risk via affine stochastic intensities: calibration and empirical relevance82 cited