Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673)

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Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model
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    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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