Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2007
Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to rep- resent mortality risk. This paper represents a .rst attempt to model the mortality risk of couples of individuals, according to the stochastic inten-...