Modeling stochastic mortality for joint lives through subordinators
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DOI: 10.1016/j.insmatheco.2020.07.010
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References listed on IDEAS
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Cited by:
- 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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More about this item
Keywords
Mortality rate; Joint lives; Survival; Stochastic process; Subordinator;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- I1 - Health, Education, and Welfare - - Health
- J1 - Labor and Demographic Economics - - Demographic Economics
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