Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:52, 5 March 2024
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)
0 references
26 November 2013
0 references
default risk
0 references
participating life insurance policies
0 references
two-sided jump-diffusion process
0 references
