Multivariate matrix-exponential affine mixtures and their applications in risk theory
In this paper, a class of multivariate matrix-exponential affine mixtures with matrix-
exponential marginals is proposed. The class is shown to possess various attractive …
exponential marginals is proposed. The class is shown to possess various attractive …
Joint lifetime modeling with matrix distributions
H Albrecher, M Bladt, AJA Müller - Dependence Modeling, 2023 - degruyter.com
Acyclic phase-type (PH) distributions have been a popular tool in survival analysis, thanks to
their natural interpretation in terms of aging toward its inevitable absorption. In this article …
their natural interpretation in terms of aging toward its inevitable absorption. In this article …
Valuing Equity‐Linked Death Benefits on Multiple Life with Time until Death following a Kn Distribution
F Adékambi, E Konzou - Journal of applied mathematics, 2023 - Wiley Online Library
The purpose of this paper is to investigate the valuation of equity‐linked death benefit
contracts and the multiple life insurance on two heads based on a joint survival model …
contracts and the multiple life insurance on two heads based on a joint survival model …
[PDF][PDF] Enhanced Insurance Risk Assessment using Discrete Four-Variate Sarmanov Distributions and Generalized Linear Models.
P Prunglerdbuathong, T Pongsart… - International Journal …, 2024 - researchgate.net
This research paper investigated multivariate risk assessment in insurance, focusing on four
risks of a singular person and their interdependence. This research examined various risk …
risks of a singular person and their interdependence. This research examined various risk …