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

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Tag12Value
LDR  00000nab a2200000 i 4500
001  MAP20071507739
003  MAP
005  20080418125631.0
007  hzrazu---bucu
008  060308q2006 gbr|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080007904‎$a‎Yi, Zhang
24510‎$a‎An Application of the alpha-power approximation in multiple life insurance‎$c‎Zhang Yi and Chengguo Weng
5208 ‎$a‎In 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
650 1‎$0‎MAPA20080570590‎$a‎Seguro de vida
65011‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080555306‎$a‎Mortalidad
65011‎$0‎MAPA20080613105‎$a‎Análisis probabilísticos
7001 ‎$0‎MAPA20080119546‎$a‎Weng, Chengguo
7730 ‎$d‎Oxford: Elsevier Science‎$t‎Insurance Mathematics & Economics‎$g‎ vol. 38 nº1, 2006 ; p. 98-112