Decrement Models Under Fractional Independence Assumption

被引：0
|
作者：
Lee, Hangsuck [1 ]
机构：
[1] Sungkyunkwan Univ, Dept Actuarial Sci Math, 53 Myungnyun Dong 3ga, Seoul 110745, South Korea
来源：
KOREAN JOURNAL OF APPLIED STATISTICS | 2008年 / 21卷 / 06期
关键词：
Absolute rates of decrements; rates of decrement due to cause j; Fl(fractional age independence) assumption;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper derives conversion formulas from yearly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under FI (fractional age independence) assumption that is a generalization of UDD assumption. Next, it suggests conversion formulas from monthly-based absoluterates of decrements to monthly-based rates of decrement due to cause j under FI assumption. In addition, it calculates conversion formulas from yearly-based rates of decrement due to cause j to the corresponding monthly-based absolute rates of decrements under FI assumption. Some numerical examples are discussed.
引用
收藏
页码：1045 / 1063
页数：19
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