| 一种构造连生状态生命表的简单易行方法:方法和理论(英文) |
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| 引用本文： | 丁芳清,钱林义,杨亚松. 一种构造连生状态生命表的简单易行方法:方法和理论(英文)[J]. 应用概率统计, 2012, 28(3): 235-243 |
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| 作者姓名： | 丁芳清 钱林义 杨亚松 |
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| 作者单位： | 合肥学院数学与物理系;华东师范大学金融与统计学院;安永(中国)企业咨询有限公司精算部 |
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| 基金项目： | supported by National Natural Science Foundation of China (10971068);Humanity and Social Science Youth Foundation of the Ministry of Education of China (12YJC910006);Doctoral Program Foundation of the Ministry of Education of China (20110076110004);Program for New Century Excellent Talents in University (NCET-09-0356); "the Fundamental Research Funds for the Central Universities" |
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| 摘 要： | 在多生命模型中,几乎所有精算学教科书都假设被保险人的剩余寿命之间相互独立.本文中我们研究两生命模型.我们认为剩余寿命是正相依的,并用正象限相依描述相依性,给出了一种简单方法构造联合生命表.
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| 关 键 词： | 剩余寿命 同单调 正象限相依 |
A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory |
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| Ding Fangqing. A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory[J]. Chinese Journal of Applied Probability and Statisties, 2012, 28(3): 235-243 |
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| Authors: | Ding Fangqing |
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| Affiliation: | Department of Mathematics and Physics, Hefei, University, School of Finance and Statistics, East China Normal University, |
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| Abstract: | The future lifetimes of involved insured persons in the multiple-life model are always assumed to be independent in almost all actuarial textbooks. In this paper we consider the two-life model and assume that the future lifetimes are positively dependent. We use PQD (positively quadrant dependent) to describe such dependence, and give a easy method to construct the joint-life status life table. |
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| Keywords: | Future lifetime comonotonicity PQD |
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