一种构造连生状态生命表的简单易行方法:方法和理论
일충구조련생상태생명표적간단역행방법:방법화이론
A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory
  • 万方数据
    应用概率统计 응용개솔통계
    CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
    2012年 3期 235-243 ,共9页

    丁芳清%钱林义%杨亚松

    정방청%전림의%양아송

    剩余寿命%同单调%正象限相依 剩餘壽命%同單調%正象限相依
    잉여수명%동단조%정상한상의
    Future lifetime%comonotonicity%PQD
    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.
    재다생명모형중,궤호소유정산학교과서도가설피보험인적잉여수명지간상호독립.본문중아문연구량생명모형.아문인위잉여수명시정상의적,병용정상한상의묘술상의성,급출료일충간단방법구조연합생명표.
    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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