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Modelling stochastic mortality for dependent lives

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Author Info
Luciano, Elisa
Spreeuw, Jaap
Vigna, Elena

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Abstract

Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining an increasing reputation as a way to represent mortality risk. This paper is a first attempt to model the mortality risk of couples of individuals, according to the stochastic intensity approach. Dependence between the survival times of the members of a couple is captured by an Archimedean copula. We also provide a methodology for fitting the joint survival function by working separately on the (analytical) marginals and on the (analytical) copula. First, we provide a sample-based calibration for the intensity, using a time-homogeneous, non mean-reverting, affine process: this gives the marginal survival functions. Then we calibrate and select the best fit copula according to the Wang and Wells [Wang, W., Wells, M.T., 2000b. Model selection and semiparametric inference for bivariate failure-time data. J. Amer. Statis. Assoc. 95, 62-72] methodology for censored data. By coupling the calibrated marginals with the best fit copula, we obtain a joint survival function, which incorporates the stochastic nature of mortality improvements. We apply the methodology to a well known insurance data set, using a sample generation. The best fit copula turns out to be one listed in [Nelsen, R.B., 2006. An Introduction to Copulas, Second ed. In: Springer Series], which implies not only positive dependence, but dependence increasing with age.

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Publisher Info
Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 43 (2008)
Issue (Month): 2 (October)
Pages: 234-244
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Handle: RePEc:eee:insuma:v:43:y:2008:i:2:p:234-244

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Web page: http://www.elsevier.com/locate/inca/505554

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Related research
Keywords: Dependent lives Best fit copula Stochastic mortality Joint survival function Generation effect Time-dependent association;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Christian Genest & Jean-François Quessy & Bruno Rémillard, 2006. "Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 33(2), pages 337-366. [Downloadable!] (restricted)
  2. Elisa Luciano & Elena Vigna, 2005. "Non mean reverting affine processes for stochastic mortality," ICER Working Papers - Applied Mathematics Series 4-2005, ICER - International Centre for Economic Research. [Downloadable!]
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  3. Schrager, David F., 2006. "Affine stochastic mortality," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 81-97, February. [Downloadable!] (restricted)
  4. Manatunga, Amita K. & Oakes, David, 1996. "A Measure of Association for Bivariate Frailty Distributions," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 60-74, January. [Downloadable!] (restricted)
  5. Darrell Duffie & Jun Pan & Kenneth Singleton, 2000. "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," Econometrica, Econometric Society, vol. 68(6), pages 1343-1376, November.
  6. Milevsky, Moshe A. & David Promislow, S., 2001. "Mortality derivatives and the option to annuitise," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 299-318, December. [Downloadable!] (restricted)
  7. Biffis, Enrico, 2005. "Affine processes for dynamic mortality and actuarial valuations," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 443-468, December. [Downloadable!] (restricted)
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