Two hybrid models for dependent death times of couple: a common shock approach

Dynamic Bivariate Mortality Modelling

(2022) Ying Jiao et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications

(2021) Fabio Gobbi et al.   INSURANCE MATHEMATICS & ECONOMICS

JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS

(2019) Fabio Gobbi et al.   Astin Bulletin

A general shock model for modelling coupled lives and its application to life insurance

(2019) Hyunju Lee   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

A dynamic bivariate common shock model with cumulative effect and its actuarial application

(2018) Hyunju Lee et al.   Scandinavian Actuarial Journal

MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH

(2016) Ying Jiao et al.   MATHEMATICAL FINANCE

On the Laplace Transform of the Lognormal Distribution

(2014) Søren Asmussen et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

Modelling stochastic mortality for dependent lives

(2008) Elisa Luciano et al.   INSURANCE MATHEMATICS & ECONOMICS