Markovian Approaches to Joint-life Mortality with Applications in Risk Management
The combined survival status of the insured lives is a critical problem when pricing and reserving insurance products with more than one life. Our preliminary experience examination of bivariate annuity data from a large Canadian insurance company shows that the relative risk of mortality for an ind...
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| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10012/6090 |