An Application of the alpha-power approximation in multiple life insurance
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071507739 | ||
| 003 | MAP | ||
| 005 | 20080418125631.0 | ||
| 007 | hzrazu---bucu | ||
| 008 | 060308q2006 gbr|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080007904$aYi, Zhang | |
| 245 | 1 | 0 | $aAn Application of the alpha-power approximation in multiple life insurance$cZhang Yi and Chengguo Weng |
| 520 | 8 | $aIn this note. the authors combine the alpha-PAs and copula to approximate the survival probabilities of the general symmetric status. Two methods are constructed and the different approximations are compared with respect to stochastic ordering. As an application these approximation methods are introduced to an endowment insurance contract and the effect of alpha value is discussed. Finally, two numeric examples are presented | |
| 650 | 1 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 1 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 1 | 1 | $0MAPA20080555306$aMortalidad |
| 650 | 1 | 1 | $0MAPA20080613105$aAnálisis probabilísticos |
| 700 | 1 | $0MAPA20080119546$aWeng, Chengguo | |
| 773 | 0 | $dOxford: Elsevier Science$tInsurance Mathematics & Economics$g vol. 38 nº1, 2006 ; p. 98-112 |