|
|
 BACK |
 |
| Sébastien Fulla~Jean-Paul Laurent~Aim Sandrine, United-Kingdom |
| Download |
Summary: |
| We propose to model the dependence caused by common risk factors on the mortality of a group of individuals. We describe the model, give an estimation of its parameters and propose an application to life insurance. |
| |
| Date: 1 June - Time: 11:00 to 12:30 - Room: 343 |
| Theme: 1.A. Stochastic dependence |
|
|
|
