Love and death: A Freund model with frailty
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DOI: 10.1016/j.insmatheco.2015.03.016
Note: View the original document on HAL open archive server: https://hal.science/hal-02419013
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- Gourieroux, Christian & Lu, Yang, 2015. "Love and death: A Freund model with frailty," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 191-203.
- Christian Gouriéroux & Yang Lu, 2013. "Love and Death : A Freund Model with Frailty," Working Papers 2013-09, Center for Research in Economics and Statistics.
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Citations
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- Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
- Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018.
"Longevity risk and capital markets: The 2015–16 update,"
Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
- David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018. "Longevity risk and capital markets: The 2015–16 update," Post-Print hal-01995778, HAL.
- Ayuso, Mercedes & Bravo, Jorge M. & Holzmann, Robert, 2021.
"Getting life expectancy estimates right for pension policy: period versus cohort approach,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 212-231, April.
- Mercedes Ayuso & Jorge Miguel Bravo & Robert Holzman, 2018. "Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach," CESifo Working Paper Series 7349, CESifo.
- Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2018. "Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach," IZA Discussion Papers 11512, Institute of Labor Economics (IZA).
- Christian Gourieroux & Yang Lu, 2013. "Long Term Care and Longevity," Working Papers 2013-16, Center for Research in Economics and Statistics.
- Ying Jiao & Yahia Salhi & Shihua Wang, 2021. "Dynamic Bivariate Mortality Modelling," Working Papers hal-03244324, HAL.
- Kira Henshaw & Corina Constantinescu & Olivier Menoukeu Pamen, 2020. "Stochastic Mortality Modelling for Dependent Coupled Lives," Risks, MDPI, vol. 8(1), pages 1-28, February.
- Joanna Dębicka & Stanisław Heilpern & Agnieszka Marciniuk, 2023. "Pricing Marriage Insurance with Mortality Dependence," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 15(1), pages 31-64, March.
- Gerard J. van den Berg & Bettina Drepper, 2022. "A unique bond: Twin bereavement and lifespan associations of identical and fraternal twins," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 677-698, April.
- van den Berg, Gerard J. & Drepper, Bettina, 2018. "A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins," IZA Discussion Papers 11448, Institute of Labor Economics (IZA).
- Ying Jiao & Yahia Salhi & Shihua Wang, 2022. "Dynamic Bivariate Mortality Modelling," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 917-938, June.
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Keywords
Frailty; Freund model; Copula; Life Insurance; Coupled Lives; Broken-Heart; Last Survivor Insurance; Competing Risks;All these keywords.
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