Title: Dependencies in multi-life statusses
Authors: Dhaene, Jan
Vanneste, M
Wolthuis, H
Issue Date: 1996
Publisher: K.U.Leuven - Departement Toegepaste Economische Wetenschappen
Series Title: DTEW Research Report 9647 pages:1-16
Abstract: The usual assumption of independence of the remaining life times involved in joint-life and last survivor statuses is omitted. Given the marginal distributions of the remaining life-times, lower and upper bounds are derived for the single premiums of multi-life insurances and annuities.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

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