关于遵循统一工龄法则的双变量生存函数的注释

IF 1.6 3区经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Scandinavian Actuarial Journal Pub Date : 2023-01-30 DOI:10.1080/03461238.2023.2169632

Alexander Schimmele, Klaus D. Schmidt

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引用次数: 0

摘要

在本刊最近发表的一篇论文中，Genest & Kolev(2021)研究了遵循均匀资历法则的二元生存函数，即这些二元生存函数可以用单变量生存函数表示。虽然文中假设生存函数是连续的，并且在其支持下严格递减，但我们证明这些假设在某些地方是冗余的。我们也给出了一些结果的简化证明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A note on bivariate survival functions following a law of uniform seniority

In a recent paper published in this journal, Genest & Kolev (2021) studied bivariate survival functions following a law of uniform seniority in the sense that these bivariate survival functions can be represented by a univariate one. While in that paper it is assumed that the survival functions are continuous and strictly decreasing on their support, we show that these assumptions are redundant in certain places. We also present simplified proofs on some of its results.

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来源期刊

Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

3.30

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.