Joint mortality models based on subordinated linear hypercubes
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20260001753 | ||
| 003 | MAP | ||
| 005 | 20260202103903.0 | ||
| 008 | 260130e20250512bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20260001333$aDe Giovanni, Domenico | ||
| 245 | 1 | 0 | $aJoint mortality models based on subordinated linear hypercubes$cDomenico De Giovanni, Marco Pirra and Fabio Viviano |
| 520 | $aThe 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 | ||
| 650 | 4 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 650 | 4 | $0MAPA20080557799$aDependencia | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080597733$aModelos estadísticos | |
| 650 | 4 | $0MAPA20090033023$aEstadística matemática | |
| 650 | 4 | $0MAPA20080586447$aModelo estocástico | |
| 700 | 1 | $0MAPA20260001340$aPirra, Marco | |
| 700 | 1 | $0MAPA20260001357$aViviano, Fabio | |
| 710 | 2 | $0MAPA20100017661$aInternational Actuarial Association | |
| 773 | 0 | $wMAP20077000420$g12/05/2025 Volume 55 Issue 2 - may 2025 , p. 332 - 351$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |