A dynamic bivariate common shock model with cumulative effect and its acturial application
Hyunju Lee and Ji Hwan Cha
| Year of publication: |
August-December 2018
|
|---|---|
| Authors: | Lee, Hyunju ; Cha, Ji Hwan |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 10, p. 890-906
|
| Subject: | Common shock model | shot noise process | joint life | stochastic dependence | life annuities | Schock | Shock | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1470562 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939771