Joint life insurance pricing using extended Marshall- Olkin models
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<dc:creator>Gobbi, Fabio</dc:creator>
<dc:date>2019-05-01</dc:date>
<dc:description xml:lang="es">Sumario: In this paper we suggest a modeling of joint life insurance pricing via Extended MarshallOlkin (EMO) models and related copulas. These models are based on the combination of two approaches: the absolutely continuous copula approach, where the copula is used to capture dependencies due to environmental factors shared by the two lives, and the classical MarshallOlkin model, where the association is given by accounting for a fatal event causing the simultaneous death of the two lives. New properties of the EMO model are established and applied to a sample of censored residual lifetimes of couples of insureds extracted from a data set of annuities contracts of a large Canadian life insurance company. Finally, some joint life insurance products are analyzed.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/168508.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelización mediante cópulas</dc:subject>
<dc:subject xml:lang="es">Modelo Marshall-Olkin</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Joint life insurance pricing using extended Marshall- Olkin models</dc:title>
<dc:format xml:lang="es">24 p. </dc:format>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/05/2019 Volumen 49 Número 2 - mayo 2019 , p. 409-432</dc:relation>
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