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  • Annuity Valuation with Dependent Mortality

    probabilities for more than two annuitants can be done by direct extensions of the methods of this paper. We focus ... where X and Y represent the ages at death of the primary and secondary annuitant, respectively. In joint ...

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    • Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
    • Date: May 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments