Application of copulas to modelling of marriage reverse annuity contract
Joanna Dębicka, Stanisław Heilpern, Agnieszka Marciniuk
| Year of publication: |
2020
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|---|---|
| Authors: | Dębicka, Joanna ; Heilpern, Stanisław ; Marciniuk, Agnieszka |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 29.2020, 4, p. 445-468
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| Subject: | Longevity risk | dependent lifetimes | reverse annuity contract | selling model | multistate model | copula | equity release contracts | Sterblichkeit | Mortality | Multivariate Verteilung | Multivariate distribution | Lebensversicherung | Life insurance | Risikomodell | Risk model | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Vertrag | Contract | Vertragstheorie | Contract theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18367/j.pep.745 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593602