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Modeling stochastic mortality for joint lives through subordinators
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References

  • 1998On cox processes and credit risky securities1,213 cited
  • 2000Marital Status and Mortality577 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 2012Structural versus Reduced‐Form Models: A New Information‐Based Perspective247 cited
  • 2013Modeling and forecasting mortality rates118 cited
  • 2002Mortality after spousal loss: are there socio-demographic differences?114 cited
  • 2008A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS109 cited
  • 2000Bivariate Survival Models for Coupled Lives106 cited
  • 2008Modelling stochastic mortality for dependent lives105 cited
  • 2009Multivariate time changes for Lévy asset models: Characterization and calibration104 cited
  • 1991Death after marital bereavement‐is the risk increased?96 cited
  • 2005On the preservation of copula structure under truncation50 cited
  • 2009CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION49 cited
  • 2006Types of dependence and time-dependent association between two lifetimes in single parameter copula models45 cited
  • 2011A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations40 cited

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