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Types of dependence and time-dependent association between two lifetimes in single parameter copula models

https://doi.org/10.1080/03461230600952880

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Guidelines for corrective replacement based on low stochastic structure assumptions

inferredcites →https://doi.org/10.1002/cjs.5540330310openalex-snapshot

On the preservation of copula structure under truncation

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Death after marital bereavement‐is the risk increased?

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A Measure of Association for Bivariate Frailty Distributions

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Analysis of Multivariate Survival Data

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Some Concepts of Dependence

inferredcites →https://doi.org/10.1007/978-1-4757-3076-0openalex-snapshot

An Introduction to Copulas

inferredcites →https://doi.org/10.1016/j.insmatheco.2006.05.005openalex-snapshot

Excess of loss reinsurance under joint survival optimality

inferredcites →https://doi.org/10.1016/j.insmatheco.2006.11.006openalex-snapshot

Modelling the joint distribution of competing risks survival times using copula functions

inferredcites →https://doi.org/10.1016/s0167-6687(03)00118-5openalex-snapshot

On the forecasting of mortality reduction factors

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Analytic and bootstrap estimates of prediction errors in claims reserving

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On some association measures in bivariate distributions and their relationships

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Mixture reduction via predictive scores

inferredcites →https://doi.org/10.1080/00031305.1986.10475414openalex-snapshot

The Joy of Copulas: Bivariate Distributions with Uniform Marginals

inferredcites →https://doi.org/10.1080/01621459.1989.10478795openalex-snapshot

Bivariate Survival Models Induced by Frailties

inferredcites →https://doi.org/10.1080/01621459.1992.10475170openalex-snapshot

Measuring the Similarities between the Lifetimes of Adult Danish Twins Born between 1881–1930

inferredcites →https://doi.org/10.1080/01621459.1992.10475263openalex-snapshot

Time-Dependent Association Measures for Bivariate Survival Distributions

inferredcites →https://doi.org/10.1080/034612300750066700openalex-snapshot

Bivariate Survival Models for Coupled Lives

inferredcites →https://doi.org/10.1080/03461230410020437openalex-snapshot

Optimal retention levels, given the joint survival of cedent and reinsurer

inferredcites →https://doi.org/10.1080/03610929908832458openalex-snapshot

Moments and generating functions for the absortion distribution and its negative binomial analogue

inferredcites →https://doi.org/10.1080/08898489409525377openalex-snapshot

Frailty selection in bivariate survival models: A cautionary note

inferredcites →https://doi.org/10.1080/10485259408832593openalex-snapshot

Multivariate survival distributions

inferredcites →https://doi.org/10.1080/10920277.1998.10595667openalex-snapshot

Understanding Relationships Using Copulas

inferredcites →https://doi.org/10.1080/10920277.2002.10596035openalex-snapshot

A Re-Examination of the Joint Mortality Functions

inferredcites →https://doi.org/10.1080/10920277.2002.10596045openalex-snapshot

Generalized Frasier Claim Rates Under Survivorship Life Insurance Policies

inferredcites →https://doi.org/10.1093/biomet/65.1.141openalex-snapshot

A Model for Association in Bivariate Life Tables and Its Application in Epidemiological Studies of Familial Tendency in Chronic Disease Incidence

inferredcites →https://doi.org/10.1093/biomet/74.3.549openalex-snapshot

Frank's Family of Bivariate Distributions

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Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option

inferredcites →https://doi.org/10.1136/bmj.1.5646.740openalex-snapshot

Broken Heart: A Statistical Study of Increased Mortality among Widowers

inferredcites →https://doi.org/10.1142/9789812799548_0013openalex-snapshot

DEPENDENCE AND MULTIVARIATE AGING: THE ROLE OF LEVEL SETS OF THE SURVIVAL FUNCTION

inferredcites →https://doi.org/10.1214/aoms/1177699260openalex-snapshot

Some Concepts of Dependence

inferredcites →https://doi.org/10.2139/ssrn.848304openalex-snapshot

Lee-Carter Goes Risk-Neutral

inferredcites →https://doi.org/10.2307/2290447openalex-snapshot

Measuring the Similarities Between the Lifetimes of Adult Danish Twins Born Between 1881-1930

inferredcites →https://doi.org/10.2307/253744openalex-snapshot

Annuity Valuation with Dependent Mortality

inferredcites →https://doi.org/10.2307/3314660openalex-snapshot

Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Evolution of Coupled Lives' Dependency Across Generations and Pricing Impact

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Evolution of Coupled Lives' Dependency Across Generations and Pricing Impact

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Archimedean Copulas Derived from Morgenstern Utility Functions

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Archimedean Copulas Derived from Morgenstern Utility Functions

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Relationships Between Archimedean Copulas and Morgenstern Utility Functions

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A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks

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A note on multiple life premiums for dependent lifetimes

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2014.10.002openalex-snapshot

Archimedean copulas derived from utility functions

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2015.03.016openalex-snapshot

Love and death: A Freund model with frailty

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2020.07.010openalex-snapshot

Modeling stochastic mortality for joint lives through subordinators

inferred← citeshttps://doi.org/10.1016/j.jmva.2024.105347openalex-snapshot

Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model

inferred← citeshttps://doi.org/10.1017/asb.2017.8openalex-snapshot

BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE

inferred← citeshttps://doi.org/10.1017/asb.2019.3openalex-snapshot

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Joint mortality models based on subordinated linear hypercubes

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Dynamic Pricing of General Insurance in a Competitive Market

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Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives

inferred← citeshttps://doi.org/10.1017/s1748499520000147openalex-snapshot

On the use of Archimedean copulas for insurance modelling

inferred← citeshttps://doi.org/10.1080/03461238.2023.2264555openalex-snapshot

Two hybrid models for dependent death times of couple: a common shock approach

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Kaminsky type functional equations and bivariate residual lifetimes distributions

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State Pension Reform in a Public Choice Framework

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When It Pays to Wait: Optimizing Release Timing Decisions for Secondary Channels in the Film Industry

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MODELLING OF THE DEPENDENT STRUCTURE IN THE ACTUARIAL MODELS

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Application of Copulas to Modelling of Marriage Reverse Annuity Contract

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Flat Tontine Termination Design with Mortality Dependence

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Actuarial Mathematics and Risk Management

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The Copula Derived from the SAHARA Utility Function

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Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities

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Stochastic Mortality Modelling for Dependent Coupled Lives

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