We model the probabilistic structure and cash flows arising from marriage reverse annuity contracts in the case of the joint-life status and the last surviving status. In contrast to the classical approach, we take into consideration that future lifetimes between spouses are dependent. The structure of dependence of the length of spouses' lives is modelled using copulas. The term structure of interest rate is modelled using a time-dependent function. The numerical results are based on actual Polish data covering both the structure of the probabilistic model and the interest rate.

中文翻译：

---

COPULAS在婚姻逆向年金合同建模中的应用

我们对在共同生活状态和最后生存状态下婚姻反向年金合同产生的概率结构和现金流量进行建模。与传统方法相反，我们考虑到配偶之间的未来寿命是相互依赖的。配偶寿命的依存结构是用copulas建模的。利率的期限结构是使用时间相关函数建模的。数值结果基于波兰的实际数据，涵盖了概率模型的结构和利率。