Survival with random effect

J Šiaulys, R Puišys - Mathematics, 2022 - mdpi.com
The article focuses on mortality models with a random effect applied in order to evaluate
human mortality more precisely. Such models are called frailty or Cox models. The main …

[图书][B] Mathematical perspectives on insurance for low-income populations

K Henshaw - 2022 - search.proquest.com
In this thesis, insurance solutions for low-income populations and their capacity for poverty
reduction are considered. Classical risk theory techniques are adopted to the study of the …

the Benefits of Family Annuity Calculation With Vine'S Copula and Fuzzy Interest Rate

KN Sari, R Deautama… - BAREKENG: Jurnal Ilmu …, 2023 - ojs3.unpatti.ac.id
One example of a multiple life annuity product (covering more than one person) is a
reversionary annuity, which is a life annuity product for two or more annuitants whose …

Dependence Modelling of Lifetimes in Egyptian Families

K Henshaw, W Hana, C Constantinescu, D Khalil - Risks, 2023 - mdpi.com
In this study, we analyse a large sample of Egyptian social pension data which covers, by
law, the policyholder's spouse, children, parents and siblings. This data set uniquely …

Exploring Multivariate Copula Models and Fuzzy Interest Rates in Assessing Family Annuity Products

KN Sari, A Febrisutisyanto, R Deautama… - JTAM (Jurnal Teori …, 2024 - journal.ummat.ac.id
This research explores the development of a reversionary annuity product transformed into a
family annuity covering three individuals: husband, wife, and children. The innovative design …

Dynamic bivariate mortality modelling

Y Jiao, Y Salhi, S Wang - Methodology and Computing in Applied …, 2022 - Springer
The dependence structure of the life statuses plays an important role in the valuation of life
insurance products involving multiple lives. Although the mortality of individuals is well …

[PDF][PDF] Pricing Marriage Insurance with Mortality Dependence

J Dębicka, S Heilpern, A Marciniuk - Central European Journal of …, 2023 - journals.pan.pl
Accurate determination of the probability structure of the multistate model is significant from
the valuation and profitability assessment of insurance contracts standpoint. This article aims …

Pairwise versus mutual independence: visualisation, actuarial applications and central limit theorems

G Boglioni Beaulieu - 2023 - unsworks.unsw.edu.au
Accurately capturing the dependence between risks, if it exists, is an increasingly relevant
topic of actuarial research. In recent years, several authors have started to relax the …

Dabrowska tahmin yöntemiyle çoklu hayat ürünlerinin fiyatlandırılması

T Aktaş, EK Kara, M Sucu - İstatistikçiler Dergisi: İstatistik ve …, 2023 - dergipark.org.tr
Bu çalışmada Kaplan-Meier yöntemi kullanılarak, çoklu hayat ürünlerine ilişkin fiyatlandırma
yapılmıştır. Bu amaçla, Kanada sigorta verilerinden yararlanılarak ortak yaşamların …

Special Issue “Interplay between Financial and Actuarial Mathematics”

C Constantinescu, J Eisenberg - Risks, 2021 - mdpi.com
The Special Issue aims to highlight the interaction between actuarial and financial
mathematics, which, due to the recent low interest rates and implications of COVID-19 …