一种构造连生状态生命表的简单易行方法: 方法和理论
A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory
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摘要: 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.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.