CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2012, 28(3) 235-243 DOI:      ISSN: 1001-4268 CN: 31-1256

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A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory

Ding Fangqing, Qian Linyi, Yang Yasong

Department of Mathematics and Physics, Hefei, University, School of Finance and Statistics, East China Normal University,

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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