2021
DOI: 10.21307/stattrans-2021-013
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Analysing the impact of dependency on conditional survival functions using copulas

Abstract: Nowadays, insurance contract reserves for coupled lives are considered jointly, which has a significant influence on the process of determining actuarial reserves. In this paper, conditional survival distributions of life insurance reserves are computed using copulas. Subsequently, the results are compared with an independence case. These calculations are based on selected Archimedean copulas and apply when the 'death of one individual' condition exists. The estimation outcome indicates that the insurer reserv… Show more

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Cited by 8 publications
(8 citation statements)
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“…127 Also, some statistical studies are needed for better application in real world. 128 , 129 The main characteristics of phytosomes are (1) size and shape; (2) surface charge; (3) chemical composition; (4) lamellarity and stability; (5) encapsulation efficiency and (6) release behavior. The goal of this chapter is to provide a thorough summary and a systematic overview of all analytical instruments used to characterize phytosomes, including the latest papers.…”
Section: Phytosome Characterizationmentioning
confidence: 99%
“…127 Also, some statistical studies are needed for better application in real world. 128 , 129 The main characteristics of phytosomes are (1) size and shape; (2) surface charge; (3) chemical composition; (4) lamellarity and stability; (5) encapsulation efficiency and (6) release behavior. The goal of this chapter is to provide a thorough summary and a systematic overview of all analytical instruments used to characterize phytosomes, including the latest papers.…”
Section: Phytosome Characterizationmentioning
confidence: 99%
“…Moreover, the maximal value of τ is captured when θ goes to infinity. For more information, one can refer to [43][44][45][46].…”
Section: Copula Specificationmentioning
confidence: 99%
“…Artificial intelligence in the industry today: due to the spread of knowledge and more complex decisionmaking process, the use of information systems, especially artificial intelligence systems in decision making, has become more important [39][40][41][42]. e spread of knowledge in the field of technology and industry and the complexity of environmental decisions-in other words, human life-has attracted the attention of experts for the use of decision support systems in environmental affairs [43,44].…”
Section: Green Supplier Selectionmentioning
confidence: 99%
“…Increasing environmental concerns attract the attention of governments [32][33][34][35], customers, and organizations [36][37][38][39][40][41][42][43][44][45][46].…”
Section: Introductionmentioning
confidence: 99%