Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

被引：0

作者：

Michel Denuit

Raluca Vernic

机构：

[1] Université Catholique de Louvain,Institut de Statistique, Biostatistique et Sciences Actuarielles

[2] Ovidius University of Constanta,Faculty of Mathematics and Informatics

[3] Institute for Mathematical Statistics and Applied Mathematics,undefined

来源：

Methodology and Computing in Applied Probability | 2018年 / 20卷

关键词：

Bernoulli indicator; Pure endowment; Life tables; Individual model; Longevity risk; 62P05; 65C20; 65C50;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper studies the distribution of particular weighted sums of Bernoulli random variables. The computing methods are applied to derive the probability distribution of the random amount of survivor credits to be shared among surviving participants in single-period tontine schemes. The effectiveness of this new arrangement can then be evaluated beyond the classical analysis based on crude approximations for the two first moments, only.

引用

页码：1403 / 1416

页数：13

共 8 条

[1] Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
Denuit, Michel
Vernic, Raluca
[J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2018, 20 (04) : 1403 - 1416
[2] THE SINGLE-PERIOD INVENTORY PROBLEM WITH TRIANGULAR DEMAND DISTRIBUTION
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