Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
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 | Sterblichkeit | Mortality | Schock | Shock | Theorie | Theory |
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