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Bivariate analysis of survivorship and persistency

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  • Valdez, Emiliano A.

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  • Valdez, Emiliano A., 2001. "Bivariate analysis of survivorship and persistency," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 357-373, December.
    • Handle: RePEc:eee:insuma:v:29:y:2001:i:3:p:357-373
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    References listed on IDEAS

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    1. Bruce Jones, 1998. "A Model for Analyzing the Impact of Selective Lapsation on Mortality," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 79-86.
    2. Carriere, Jacques F., 1998. "Withdrawal Benefits under a Dependent Double Decrement Model," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 49-57, May.
    3. Edward Frees & Emiliano Valdez, 1998. "Understanding Relationships Using Copulas," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 1-25.
    4. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
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    1. Valdez, Emiliano A. & Vadiveloo, Jeyaraj & Dias, Ushani, 2014. "Life insurance policy termination and survivorship," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 138-149.
    2. Dimitrova, Dimitrina S. & Haberman, Steven & Kaishev, Vladimir K., 2013. "Dependent competing risks: Cause elimination and its impact on survival," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 464-477.
    3. Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven, 2007. "Modelling the joint distribution of competing risks survival times using copula functions," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 339-361, November.

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