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Copula Models of Economic Capital for Life Insurance Companies
such as Cγ1,2(t1, t2, t3) = Cγ2 [Cγ1(t1, t2), t3] (17) 9 from Clayton’s pair copulas Cγ(t1, t2) = ... follow the model se- lection procedures outlined in [17], [21], and [23] for stock index data. At this point ...- Authors: Arkady Shemyakin
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Life Insurance
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Pricing Practices For Joint Last Survivor Insurance
Pricing Practices For Joint Last Survivor Insurance Using data from a large insurance ... of the American Statistical Association, Vol. 87, 17-24 LONDON, D. (1988) Survival Models and Their Estimation ...- Authors: Heekyung Youn, Arkady Shemyakin
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods