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  • Search: subject:"conditional survival distribution"
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Year of publication
Subject
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conditional survival distribution 2 copula 2 life table 2 reserves 2 Kendall&#x2019 1 Kendall’s tau 1 s tau 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Safari-Katesari, Hadi 2 Zaroudi, Samira 2
Published in...
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Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Analysing the impact of dependency on conditional survival functions using copulas
Safari-Katesari, Hadi; Zaroudi, Samira - In: Statistics in Transition New Series 22 (2021) 1, pp. 217-226
Nowadays, insurance contract reserves for coupled lives are considered jointly, which has a significant influence on the process of determining actuarial reserves. In this paper, conditional survival distributions of life insurance reserves are computed using copulas. Subsequently, the results...
Persistent link: https://www.econbiz.de/10012600289
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Cover Image
Analysing the impact of dependency on conditional survival functions using copulas
Safari-Katesari, Hadi; Zaroudi, Samira - In: Statistics in transition : an international journal of … 22 (2021) 1, pp. 217-226
Nowadays, insurance contract reserves for coupled lives are considered jointly, which has a significant influence on the process of determining actuarial reserves. In this paper, conditional survival distributions of life insurance reserves are computed using copulas. Subsequently, the results...
Persistent link: https://www.econbiz.de/10012487174
Saved in:
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