Analysing the impact of dependency on conditional survival functions using copulas

Hadi Safari-Katesari () and Samira Zaroudi
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Hadi Safari-Katesari: School of Mathematical and Statistical Sciences, Southern Illinois University, Carbondale, IL 62901-4408, USA
Samira Zaroudi: School of Mathematical and Statistical Sciences, Southern Illinois University, Carbondale, IL 62901-4408, USA

Statistics in Transition New Series, 2021, vol. 22, issue 1, 217-226

Abstract: Nowadays, insurance contract reserves for coupled lives are considered jointly, which has a significant influence on the process of determining...

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:22:y:2021:i:1:p:217-226

DOI: 10.21307/stattrans-2021-013

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