Joint and survivor annuity valuation with a bivariate reinforced urn process
Insurance: Mathematics and Economics(2021)
摘要
•Assuming independent lifetimes may lead to wrong annuity prices.•A bivariate urn model is proposed to model joint and survivor annuities correctly.•The presented methodology has the benefits of machine learning, while minimising the disadvantages.
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关键词
G22,C11,E17
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