The DOI matches its Crossref record.
Annuity Valuation with Dependent Mortality
Open accessAbstract
of Actuaries. The research of Edward Frees was partially supported by a professorship funded by the Time Insurance Company and the Social Security
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Citations
Cited by
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Patton, A. J. (2006) · International Economic Review · doi:10.1111/j.1468-2354.2006.00387.x · Cited by 2,112
Understanding Relationships Using Copulas
Frees, E. W., & Valdez, E. A. (1998) · North American Actuarial Journal · doi:10.1080/10920277.1998.10595667 · Cited by 1,257
Self-citationCopula Modeling: An Introduction for Practitioners
Trivedl, P. K., & Zimmer, D. M. (2007) · Foundations and Trends in Econometrics · doi:10.1561/0800000005 · Cited by 867
Enjoy the Joy of Copulas: With a Package copula
Yan, J. (2007) · Journal of Statistical Software · doi:10.18637/jss.v021.i04 · Cited by 502
Lambert, P., & Vandenhende, F. (2002) · Statistics in Medicine · doi:10.1002/sim.1249 · Cited by 86
Metadata
- Authors
- Frees, E. W., Carriere, J., & Valdez, E.
- Venue
- The Journal of Risk and Insurance
- Publisher
- JSTOR
- Published
- 1996-06
- Volume
- 63
- Issue
- 2
- Pages
- 229
- ISSN
- 0022-4367 (ISSN-L)
- OpenAlex
- W2133889440
- Cited by
- 252
- References
- 0
- FWCI
- 9.39
- Type
- journal article
- Language
- en
- Open access
- green
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
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- CoChat. (2026). Citation check: Annuity Valuation with Dependent Mortality. https://app.cochat.ai/papers/10.2307/253744
- The paper
- Frees, E. W., Carriere, J., & Valdez, E. (1996). Annuity Valuation with Dependent Mortality. The Journal of Risk and Insurance. https://doi.org/10.2307/253744
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
