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  • Annuity Valuation with Dependent Mortality
    Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... mortality for determining annuity values. We discuss a broad class of parametric models using a bivariate ...

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    • Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
    • Date: May 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
  • The Uniform Distribution of Deaths Assumption and Probability Theory
    OF DEATHS ASSUMPTION AND PROBABILITY THEORY Hans U. Gerber and Donald A. Jones The purpose of th ... and K is the cur ta te durat ion at death. Then U = T - K is the f rac t iona l par t of a year ...

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    • Authors: Hans U Gerber, Donald A Jones
    • Date: Jan 1980
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods