Details about Jaap Spreeuw

Access statistics for papers by Jaap Spreeuw.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: psp59

Working Papers

2012

1. Evolution of coupled lives' dependency across generations and pricing impact
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)

2009

2. Time Deductibles as Screening Devices: Competitive Markets
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (3)
   See also Journal Article Time Deductibles as Screening Devices: Competitive Markets, Journal of Risk & Insurance, The American Risk and Insurance Association (2009) View citations (3) (2009)

2007

3. Modelling Stochastic Mortality for Dependent Lives
   CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2007) View citations (6)
   See also Journal Article Modelling stochastic mortality for dependent lives, Insurance: Mathematics and Economics, Elsevier (2008) View citations (34) (2008)

1997

4. Unobserved Heterogeneity; Process and Parameter Effects in Life Insurance
   Tinbergen Institute Discussion Papers, Tinbergen Institute

Journal Articles

2022

1. Projecting Mortality Rates Using a Markov Chain
   Mathematics, 2022, 10, (7), 1-18 View citations (1)
2. The Copula Derived from the SAHARA Utility Function
   Risks, 2022, 10, (7), 1-10

2016

3. Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities
   Risks, 2016, 4, (2), 1-18 View citations (6)

2014

4. Archimedean copulas derived from utility functions
   Insurance: Mathematics and Economics, 2014, 59, (C), 235-242 View citations (4)

2013

5. Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives
   Annals of Actuarial Science, 2013, 7, (2), 236-257 View citations (15)

2009

6. Time Deductibles as Screening Devices: Competitive Markets
   Journal of Risk & Insurance, 2009, 76, (2), 261-278 View citations (3)
   See also Working Paper Time Deductibles as Screening Devices: Competitive Markets, Publications of Darmstadt Technical University, Institute for Business Studies (BWL) (2009) View citations (3) (2009)

2008

7. Modelling stochastic mortality for dependent lives
   Insurance: Mathematics and Economics, 2008, 43, (2), 234-244 View citations (34)
   See also Working Paper Modelling Stochastic Mortality for Dependent Lives, CeRP Working Papers (2007) (2007)

2006

8. Types of dependence and time-dependent association between two lifetimes in single parameter copula models
   Scandinavian Actuarial Journal, 2006, 2006, (5), 286-309 View citations (3)

2005

9. The Probationary Period as a Screening Device: The Monopolistic Insurer
   The Geneva Papers on Risk and Insurance Theory, 2005, 30, (1), 5-14 View citations (4)
   Also in The Geneva Risk and Insurance Review, 2005, 30, (1), 5-14 (2005) View citations (4)
10. Upper and Lower Bounds of Present Value Distributions of Life Insurance Contracts with Disability Related Benefi ts
    Review of Business and Economic Literature, 2005, L, (1), 115-160

2000

11. Actuarial Models for Disability Insurance: S. Haberman, E. Pitacco; Chapman & Hall, London, UK, 1999, xviii+280 pp., ISBN 0-8493-0389-3
    Insurance: Mathematics and Economics, 2000, 27, (3), 397-398

1998

12. Prediction of claim numbers based on hazard rates
    Insurance: Mathematics and Economics, 1998, 23, (1), 59-69 View citations (3)