Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Year of publication: |
September 2016
|
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Authors: | Alai, Daniel H. ; Landsman, Zinoviy ; Sherris, Michael |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 272-285
|
Subject: | Longevity risk | Lifetime dependence | Multivariate Pareto distribution | Quantiles | Fisher information | Bulk annuity pricing | Truncation | Sterblichkeit | Mortality | Statistische Verteilung | Statistical distribution | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Ältere Menschen | Elderly people | Altersvorsorge | Retirement provision | Pareto-Optimum | Pareto efficiency |
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