Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Daniel H. Alai, Zinoviy Landsman, Michael Sherris
| Year of publication: |
September 2016
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|---|---|
| Authors: | Alai, Daniel H. ; Landsman, Zinoviy ; Sherris, Michael |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 272-285
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| Subject: | Longevity risk | Lifetime dependence | Multivariate Pareto distribution | Quantiles | Fisher information | Bulk annuity pricing | Truncation | Sterblichkeit | Mortality | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Ältere Menschen | Elderly people | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.06.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597294