Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
Fabio Gobbi, Nikolai Kolev, Sabrina Mulinacci
| Year of publication: |
2021
|
|---|---|
| Authors: | Gobbi, Fabio ; Kolev, Nikolai ; Mulinacci, Sabrina |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 342-358
|
| Subject: | Extended Marshall-Olkin model | Implicit common shocks | Joint life insurance pricing | Mortality intensities | Singularity | Lebensversicherung | Life insurance | Schock | Shock | Theorie | Theory | Sterblichkeit | Mortality |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.08.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793931