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On the Improvement of Life Contingency Calculation. Part II.: The System of Dependent Risks

โœ Scribed by EDWIN JAMES FARREN

Book ID
123903207
Publisher
Cambridge University Press
Year
1859
Weight
595 KB
Volume
8
Category
Article
ISSN
2046-1658

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On the dependency of risks in the indivi
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โœ J. Dhaene; M.J. Goovaerts ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 448 KB

The paper considers several types of dependencies between the different risks of a life insurance portfolio. Each policy is assumed to have a positive face amount (or an amount at risk) during a certain reference period. The amount is due if the policy holder dies during the reference period. First,