Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - Centre for Research on Pensions and Welfare Policies … - 2007
Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk. This paper represents a first attempt to model the mortality risk of couples of individuals, according to the stochastic...