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Can I read Dependent Decrement Theory in Actuarial Science on EtoBox?

Dependent Decrement Theory in Actuarial Science by Princess Bautista is a document available to read on EtoBox.

What is Dependent Decrement Theory in Actuarial Science about?

The document discusses extending multiple decrement theory to account for dependent competing risks. It presents some foundational results from the theory of dependent competing risks and defines key functions using latent random variables. Specifically, it redefines overall and crude survival functions and associated quantities to allow for stochastic dependence between decrements. It also discusses using copula functions to model dependence and issues of identifiability when decrements are dependent.

Author
Princess Bautista
Language
EN