Aggregate Markov models in life insurance properties and valuation

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Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Ahmad, Jamaal (VerfasserIn)
Weitere Verfasser: Bladt, Mogens (VerfasserIn), Furrer, Christian (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2023
Schlagworte:
Duration dependence > Expected cash flows > Multi-state modelling > Phase-type distributions > Product integrals > Aufsatz in Zeitschrift
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