Types of dependence and time-dependent association between two lifetimes in single parameter copula models
Jaap Spreeuw Artikkel Engelsk
*0011421874 *008061208s2006 xx# 000 0 eng *019 $bk *08230$a368.01 *100 $aSpreeuw, Jaap$uSir John Cass Business School, Faculty of Actuarial Science and Insurance, London, United Kingdom ; J.Spreeuw@city.ac.uk$_159792700 *245 $aTypes of dependence and time-dependent association between two lifetimes in single parameter copula models *300 $aS. [286]-309 *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *650 $aMatematikk$2norart$_10568000 *650 $aberegninger$9nor$2norart$_129121500 *650 $alivsforsikringer$9nor$2norart$_132373000 *650 $arisikomodeller$9nor$2norart$_151664000 *650 $astatistikk$9nor$2norart$_129163000 *653 $aArchimedean copulas$9eng$_159792800 *653 $aaging$9eng$_135188000 *653 $amultiple life contingencies$9eng$_159792900 *653 $avaluing policies$9eng$_159793000 *773 $tScandinavian actuarial journal$gNo. 5 (2006)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z600398533$anorart:600398533 ^