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The Joint Mortality of Couples in Continuous Time · Study

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ArticleThe Joint Mortality of Couples in Continuous Time

Petar Jevtić2016

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Articlegreen2016

The Joint Mortality of Couples in Continuous Time

Petar Jevtić · T. R. Hurd

10 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Probability and Risk Models

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References

2003Monte Carlo Methods in Financial Engineering 1998Understanding Relationships Using Copulas 1969Broken Heart: A Statistical Study of Increased Mortality among Widowers 1986Actuarial Mathematics.2005Affine processes for dynamic mortality and actuarial valuations 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk 2001Mortality derivatives and the option to annuitise

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Year2016

Typearticle

Published2016-01-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations10

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2017.05.002

openalex_workW2562861616

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