کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077701 1374147 2006 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An application of the α-power approximation in multiple life insurance
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
An application of the α-power approximation in multiple life insurance
چکیده انگلیسی
In this note, we combine the α-PAs and copula to approximate the survival probabilities of the general symmetric status. Two methods are constructed and the different approximations are compared with respect to stochastic ordering. As an application, these approximation methods are introduced to an endowment insurance contract and the effect of α value is discussed. Finally, two numeric examples are presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 38, Issue 1, 24 February 2006, Pages 98-112
نویسندگان
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