Reserve-dependent surrender rates (Q903674): Difference between revisions

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Property / OpenAlex ID: W1733049163 / rank
 
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Latest revision as of 07:42, 11 July 2024

scientific article
Language Label Description Also known as
English
Reserve-dependent surrender rates
scientific article

    Statements

    title
    Reserve-dependent surrender rates (English)
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    author
    Jeppe Juhl
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    Mogens Steffensen
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    publication date
    15 January 2016
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    zbMATH Keywords
    behavioural option
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    ordinary differential equation
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    penalty method
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    optimal stopping
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    Solvency II
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    Identifiers

    zbMATH DE Number
    6530522
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    OpenAlex ID
    W1733049163
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