A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225): Difference between revisions

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scientific article

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English	A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds	scientific article

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instance of

scholarly article

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title

A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (English)

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zbMATH Open document ID

1244.91077

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DOI

10.1080/07362994.2011.598798

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published in

Stochastic Analysis and Applications

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publication date

21 October 2011

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Mathematics Subject Classification ID

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pair of insureds

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home reversion plan

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long term care

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continuous-time Markov chain

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362994.2011.598798

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OpenAlex ID

W1967307037

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cites work

Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts

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Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process

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Q4255119

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Pricing equity-linked pure endowments with risky assets that follow Lévy processes

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Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates

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Optimum consumption and portfolio rules in a continuous-time model

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Pricing equity-linked pure endowments via the principle of equivalent utility.

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Affine stochastic mortality

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Q3511291

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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility

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Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility

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Sitelinks

Mathematics(1 entry)

mardi Publication:3094225

@@ Property / cites work @@
+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
+Normal rank
@@ Property / cites work @@
+Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
+Normal rank
@@ Property / cites work @@
+Q4255119
@@ Property / cites work: Q4255119 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked pure endowments with risky assets that follow Lévy processes
+Normal rank
@@ Property / cites work @@
+Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked pure endowments via the principle of equivalent utility.
+Normal rank
@@ Property / cites work @@
+Affine stochastic mortality
@@ Property / cites work: Affine stochastic mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Q3511291
@@ Property / cites work: Q3511291 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
+Normal rank
@@ Property / cites work @@
+Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
+Normal rank