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An Application of the alpha-power approximation in multiple life insurance
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MAP20071507739
Yi, Zhang ‌
An Application of the alpha-power approximation in multiple life insurance / Zhang Yi and Chengguo Weng
In 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
En: Insurance Mathematics & Economics. - Oxford: Elsevier Science. - vol. 38 nº1, 2006 ; p. 98-112
1. Seguro de vida ‌. 2. Matemática del seguro ‌. 3. Mortalidad ‌. 4. Análisis probabilísticos ‌. I. Weng, Chengguo ‌. II. Título.