Modelling comonotonic group-life under dependent decrement causes

Details Modelling comonotonic group-life under dependent decrement causes Modelling comonotonic group-life under dependent decrement causes

2011-11-28

arxiv.org/abs/1111.6345v1

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11 pages

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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.

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