Modelling comonotonic group-life under dependent decrement causes
Applications
2011-11-29 v1
Abstract
Comonotonicity had been a extreme case of dependency between random variables. This article consider an extension of single life model under multiple dependent decrement causes to the case of comonotonic group-life.
Cite
@article{arxiv.1111.6345,
title = {Modelling comonotonic group-life under dependent decrement causes},
author = {Dabuxilatu Wang},
journal= {arXiv preprint arXiv:1111.6345},
year = {2011}
}
Comments
11 pages