Dependence of mortality risks of two lives in the valuation of life annuity and life insurance functions

Most insurance companies have yet to offer products with the assumption of dependence of mortality risks of two lives. This resesarch studies the effect of dependence of the mortality risks of two lives in the valuation of life annuity and life insurance functions. Point estimates of the actuarial p...

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Bibliographic Details
Main Authors: Ocampo, Shirlee R., Mirandilla, S. J., Tan, D. G., Ocampo, B.
Format: text
Published: Animo Repository 2008
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/faculty_research/9430
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Institution: De La Salle University
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