Joint mortality models based on subordinated linear hypercubes

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<title>Joint mortality models based on subordinated linear hypercubes</title>
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<namePart>Pirra, Marco</namePart>
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<namePart>Viviano, Fabio</namePart>
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<abstract displayLabel="Summary">The model considers the stochastic nature of future mortality improvements and introduces a common subordinator for the marginal survival processes, resulting in a non trivial dependence structure between the survival of pairs of individuals. Polynomial diffusion processes can be used to derive closed-form formulae for standard actuarial quantities</abstract>
<note type="statement of responsibility">Domenico De Giovanni, Marco Pirra and Fabio Viviano</note>
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<topic>Seguro de vida</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080555306">
<topic>Mortalidad</topic>
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<topic>Dependencia</topic>
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<topic>Matemática del seguro</topic>
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<topic>Cálculo actuarial</topic>
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<topic>Modelos estadísticos</topic>
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<topic>Estadística matemática</topic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
<identifier type="local">MAP20077000420</identifier>
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<text>12/05/2025 Volume 55 Issue 2 - may 2025 , p. 332 - 351</text>
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