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Items where City Author is "Spreeuw, J."

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Number of items: 16.

Article

Luciano, E., Spreeuw, J. and Vigna, E. (2016). Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. Risks, 4(2), 16-.. doi: 10.3390/risks4020016

Hiabu, M., Miranda, M. D. M., Nielsen, J. P., Spreeuw, J., Tanggaard, C. and Villegas, A. (2015). Global Polynomial Kernel Hazard Estimation. Revista Colombiana de EstadĂ­stica, 38(2), pp. 399-411. doi: 10.15446/rce.v38n2.51668

Spreeuw, J. (2014). Archimedean copulas derived from utility functions. Insurance: Mathematics and Economics, 59, pp. 235-242. doi: 10.1016/j.insmatheco.2014.10.002

Spreeuw, J., Nielsen, J. P. and Jarner, S. F. (2013). A nonparametric visual test of mixed hazard models. SORT - Statistics and Operations Research Transactions, 37(2), pp. 153-174.

Spreeuw, J. and Owadally, M. I (2013). Investigating the broken-heart effect: a model for short-term dependence between the remaining lifetimes of joint lives. Annals of Actuarial Science, 7(2), pp. 236-257. doi: 10.1017/S1748499512000292

Spreeuw, J. and Karlsson, M. (2009). Time Deductibles as Screening Devices: Competitive Markets. Journal Of Risk And Insurance, 76(2), pp. 261-278. doi: 10.1111/j.1539-6975.2009.01298.x

Luciano, E., Spreeuw, J. and Vigna, E. (2008). Modelling stochastic mortality for dependent lives. Insurance: Mathematics and Economics, 43(2), pp. 234-244. doi: 10.1016/j.insmatheco.2008.06.005

Monograph

Spreeuw, J. (2012). Archimedean copulas derived from Morgenstern utility functions (Actuarial Research Paper No. 201). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Luciano, E., Spreeuw, J. and Vigna, E. (2012). Evolution of coupled lives' dependency across generations and pricing impact (Actuarial Research Paper No. 199). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Luciano, E., Spreeuw, J. and Vigna, E. (2006). Modelling stochastic bivariate mortality (Actuarial Research Paper No. 170). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2006). Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Actuarial Research Paper No. 169). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. and Karlsson, M. (2006). The probationary period as a screening device: competitive markets (Actuarial Research Paper No. 168). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2004). Upper and lower bounds of present value distributions of life insurance contracts with disability related benefits (Actuarial Research Paper No. 159). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2000). Convex order and multistate life insurance contracts (Actuarial Research Paper No. 129). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2000). The probationary period as a screening device (Actuarial Research Paper No. 130). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Conference or Workshop Item

Spreeuw, J. (2010). Relationships Between Archimedean Copulas and Morgenstern Utility Functions. Paper presented at the Copula Theory and Its Applications, 25-26 September 2009, Warsaw.

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