Wyznaczanie wielkości renty w zależnych grupowych ubezpieczeniach na życie
Calculation of pensions in the multiple life insurances.

Summary/Abstract: The paper is devoted to the dependent multiple life insurance of married couples. A more realistic assumption of dependent lifetime of spouses is investigated as distinct from classical, which assumes the independence. Two models: Markov and based on the Archimedean copulas are studied. The actuarial values of three cases of pensions are calculated in these models. The differences between the values of pensions in the classical model and models based on the dependences are studied using the empirical data from Poland.

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