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A multivariate Tweedie lifetime model : censoring and truncation

Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 64 (2015), pp. 203-213

Persistent link: https://www.econbiz.de/10011398009

Riese, Martin - 2002

The class of new worse/better than used in expectation on average (NWUEA/NBUEA) distributions is proposed. It is defined by the requirement that for each age t a weighted average of mean residual lives be greater/smaller than the life expectancy at birth. The weights are the shares of ages up to...

Persistent link: https://www.econbiz.de/10009749619

Survival on the Titanic : illustrating Wald and Lagrange multiplier tests for proportions and logits

Dixon, Robert J.; Griffiths, William E. - In: The journal of economic education 37 (2006) 3, pp. 289-304

Persistent link: https://www.econbiz.de/10003362500

A new class of ageing distributions

Riese, Martin - 2002

Persistent link: https://www.econbiz.de/10001762502

Modeling and pricing longevity derivatives using Skellam distribution

Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen - In: Insurance / Mathematics & economics 99 (2021), pp. 341-354

Persistent link: https://www.econbiz.de/10012649236

Calculation of changes in life expectancy based on proportional hazards model of an intervention

Kulinskaya, Elena; Gitsels, Lisanne A.; Bakbergenuly, Ilyas - In: Insurance / Mathematics & economics 93 (2020), pp. 27-35

Persistent link: https://www.econbiz.de/10012294049

Modelling lifetime dependence for older ages using a multivariate Pareto distribution

Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 70 (2016), pp. 272-285

Persistent link: https://www.econbiz.de/10011597294

Multivariate lifetime distributions for the exponential dispersion family

Alai, Daniel H. - In: Scandinavian actuarial journal 2019 (2019) 5, pp. 387-405

Persistent link: https://www.econbiz.de/10012194957

Survival on the Titanic : Illustrating Wald and Lm Tests for Proportions and Logits

Dixon, Robert John; Griffiths, William E. - 2004

Students are very interested in lecture examples and class exercises involving data connected to the maiden voyage and the sinking of the liner Titanic. Information on the passengers and their fate can be used to explore relationships between various tests for discrimination between those who...

Persistent link: https://www.econbiz.de/10014073260

Extensions on the Hatzopoulos-Sagianou multiple-components stochastic mortality model

Sagianou, Aliki; Hatzopoulos, Peter - In: Risks : open access journal 10 (2022) 7, pp. 1-30

In this paper, we present extensions of the Hatzopoulos-Sagianou (2020) (HS) multiple-component stochastic mortality … modelling the number of deaths using the Binomial model commonly employed in the literature of mortality modelling. Given this … suitable than those used in the literature to model the mortality dynamics. In this regard, our work offers an extensive …

Persistent link: https://www.econbiz.de/10013365106