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Multivariate Tweedie lifetimes: The impact of dependence
Daniel H. Alai
,
Zinoviy Landsman
, Michael Sherris
Department of Statistics
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Keyphrases
Insurance Companies
100%
Risk Management
100%
Life Insurance
100%
Method of Moments
100%
Life Annuity
100%
Common Shocks
100%
Mortality Model
100%
Tweedie Family
100%
Systematic Longevity Risk
100%
Multivariate Tweedie Distribution
100%
Multivariate Tweedie
100%
Pension Insurance
100%
Public Pension Funds
100%
Model Parameter Estimation
100%
Estimation Procedures
100%
Mathematics
Parameter Estimation
100%
Method of Moment
100%