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Lu, 2017 - Google Patents

Broken-heart, common life, heterogeneity: Analyzing the spousal mortality dependence

Lu, 2017

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Document ID
16431923355904901134
Author
Lu Y
Publication year
Publication venue
ASTIN Bulletin: the Journal of the IAA

External Links

Snippet

Using data on joint annuities, we conduct an analysis of the inter-couple lifetime dependence. We estimate a mixed proportional hazards model with treatment effects, which disentangles the broken-heart syndrome from the spurious risk dependence induced by …
Continue reading at papers.ssrn.com (PDF) (other versions)

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