Joint mortality models based on subordinated linear hypercubes

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<dc:creator>De Giovanni, Domenico</dc:creator>
<dc:creator>Pirra, Marco</dc:creator>
<dc:creator>Viviano, Fabio</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-05-12</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189403.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Seguro de vida</dc:subject>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Dependencia</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Modelos estadísticos</dc:subject>
<dc:subject xml:lang="es">Estadística matemática</dc:subject>
<dc:subject xml:lang="es">Modelo estocástico</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Joint mortality models based on subordinated linear hypercubes</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 12/05/2025 Volume 55 Issue 2 - may 2025 , p. 332 - 351</dc:relation>
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