Centro de Documentacion de Fundación MAPFRE - An Application of the alpha-power approximation in multiple life insurance

Notas: 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 presentedRegistros relacionados: En: Insurance Mathematics & Economics. - Oxford: Elsevier Science. - vol. 38 nº1, 2006 ; p. 98-112Materia / lugar / evento: Seguro de vida Matemática del seguro Mortalidad Análisis probabilísticos Otros autores: Weng, Chengguo
Outras classificações: 6

Direitos: In Copyright (InC)

‌ Ver detalhe do número