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

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<rdf:Description>
<dc:creator>Yi, Zhang</dc:creator>
<dc:creator>Weng, Chengguo</dc:creator>
<dc:date>2006</dc:date>
<dc:description xml:lang="es">In 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/59635.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">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Análisis probabilísticos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">An Application of the alpha-power approximation in multiple life insurance</dc:title>
<dc:relation xml:lang="es">En: Insurance Mathematics & Economics. - Oxford: Elsevier Science. -  vol. 38 nº1, 2006 ; p. 98-112</dc:relation>
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