Joint and survivor annuity valuation with a bivariate reinforced urn process

Author:

Souto Arias Luis A.ORCID,Cirillo Pasquale

Funder

Horizon 2020 Marie Skłodowska-Curie Actions

European Commission

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference49 articles.

1. Reinforced urn processes for modeling credit default distributions;Amerio;International Journal of Theoretical and Applied Finance,2004

2. Ferguson distributions via Pólya urn schemes;Blackwell;The Annals of Statistics,1973

3. Joint life annuities and annuity demand by married couples;Brown;The Journal of Risk and Insurance,2000

4. Application of Reinforced Urn Processes to Survival Analysis;Bulla,2005

5. Bayesian nonparametric estimation of a bivariate survival function;Bulla;Statistica Sinica,2007

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