Joint life insurance pricing using extended Marshall-Olkin models
By Fabio Gobbi, Nikolai Kolev, Sabrina Mulinacci
| Year of publication: |
2019
|
|---|---|
| Authors: | Gobbi, Fabio ; Kolev, Nikolai ; Mulinacci, Sabrina |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 2, p. 409-432
|
| Subject: | Bivariate Marshall-Olkin’s model | copula | mortality intensity | singularity | joint life insurance products | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056598