Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution
Year of publication: |
2012-05
|
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Authors: | Alai, Daniel ; Landsman, Zinoviy ; Sherris, Michael |
Institutions: | ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School |
Subject: | Systematic longevity risk | dependence | multivariate gamma | lifetime distribution | annuity valuation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 201211 24 pages |
Classification: | G22 - Insurance; Insurance Companies ; G32 - Financing Policy; Capital and Ownership Structure ; C13 - Estimation ; C02 - Mathematical Methods |
Source: |
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