Two hybrid models for dependent death times of couple: a common shock approach
Author:
Affiliation:
1. Laboratoire de recherche QUANTLABS*, Paris, France
2. Dipartimento di Economia, Statistica e Finanza "Giovanni Anania, Rende, CS, Italy
Funder
Italian Ageing, Age-It
Ministry of University and Research of Italy
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2264555
Reference33 articles.
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4. Bielecki, T. R. & Rutkowski, M. (2013). Credit risk: modeling, valuation and hedging. Springer-Verlag Berlin and Heidelberg GmbH & Co. KG.
5. Affine processes for dynamic mortality and actuarial valuations
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