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Modeling stochastic mortality for joint lives through subordinators · Study

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ArticleModeling stochastic mortality for joint lives through subordinators

Yuxing Zhang2020

Article2020

Modeling stochastic mortality for joint lives through subordinators

Yuxing Zhang · Patrick L. Brockett

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

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Insurance, Mortality, Demography, Risk Management Stochastic processes and financial applications Probability and Risk Models

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References

1998On cox processes and credit risky securities 2000Marital Status and Mortality 1996Annuity Valuation with Dependent Mortality 2012Structural versus Reduced‐Form Models: A New Information‐Based Perspective 2013Modeling and forecasting mortality rates 2002Mortality after spousal loss: are there socio-demographic differences?2008A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 2000Bivariate Survival Models for Coupled Lives

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Year2020

Typearticle

Published2020-09-06

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations9

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2020.07.010

openalex_workW3083448391

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