Jaap Spreeuw

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

206

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Modelling Stochastic Bivariate Mortality

ICER Working Paper No. 5/2006, Cass Business School Research Paper
Number of pages: 34 Posted: 22 Sep 2006
Elisa Luciano, Elena Vigna and Jaap Spreeuw
Collegio Carlo Alberto, University of Turin - Faculty of Economics and City University London - Sir John Cass Business School
Downloads 119 (246,257)

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2.

Archimedean Copulas Derived from Morgenstern Utility Functions

Number of pages: 31 Posted: 14 Feb 2013
Jaap Spreeuw
City University London - Sir John Cass Business School
Downloads 52 (400,073)
Citation 1

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copula, Archimedean generator, utility function, risk aversion, dependence

Evolution of Coupled Lives' Dependency Across Generations and Pricing Impact

Number of pages: 23 Posted: 05 Jul 2012
Elisa Luciano, Jaap Spreeuw and Elena Vigna
Collegio Carlo Alberto, City University London - Sir John Cass Business School and University of Turin - Faculty of Economics
Downloads 20 (565,754)
Citation 1

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copula, goodness-of-fi…t, signifi…cance test, stochastic mortality, generation effect, reversionary annuity

Evolution of Coupled Lives' Dependency Across Generations and Pricing Impact

Cass Business School Research
Number of pages: 23 Posted: 04 Jul 2012
Elisa Luciano, Jaap Spreeuw and Elena Vigna
Collegio Carlo Alberto, City University London - Sir John Cass Business School and University of Turin - Faculty of Economics
Downloads 13 (614,677)
Citation 1

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copula, goodness-of-fi…t, signifi…cance test, stochastic mortality, generation effect, reversionary annuity

4.

Time Deductibles as Screening Devices: Competitive Markets

Journal of Risk and Insurance, Vol. 76, Issue 2, pp. 261-278, June 2009
Number of pages: 18 Posted: 05 May 2009
Jaap Spreeuw and Martin Karlsson
City University London - Sir John Cass Business School and affiliation not provided to SSRN
Downloads 2 (669,981)
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