Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model |
scientific article |
Statements
Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (English)
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26 November 2013
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default risk
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participating life insurance policies
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two-sided jump-diffusion process
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