Joint and survivor annuity valuation with a bivariate reinforced urn process
Year of publication: |
2021
|
---|---|
Authors: | Arias, Luis A. Souto ; Cirillo, Pasquale |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 174-189
|
Subject: | Annuity | Bayesian nonparametrics | Bivariate survival function | Reinforced urn process | Right-censoring |
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