An Application of the alpha-power approximation in multiple life insurance

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      <subfield code="a">Yi, Zhang</subfield>
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      <subfield code="a">An Application of the alpha-power approximation in multiple life insurance</subfield>
      <subfield code="c">Zhang Yi and Chengguo Weng</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="a">Matemática del seguro</subfield>
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      <subfield code="d">Oxford: Elsevier Science</subfield>
      <subfield code="t">Insurance Mathematics & Economics</subfield>
      <subfield code="g"> vol. 38 nº1, 2006 ; p. 98-112</subfield>
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