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Joint mortality models based on subordinated linear hypercubes

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      <subfield code="a">Joint mortality models based on subordinated linear hypercubes</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="g">12/05/2025 Volume 55 Issue 2 - may 2025 , p. 332 - 351</subfield>
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