A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds
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Publication:3094225
DOI10.1080/07362994.2011.598798zbMath1244.91077MaRDI QIDQ3094225
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Publication date: 21 October 2011
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2011.598798
49L20: Dynamic programming in optimal control and differential games
60J65: Brownian motion
60H30: Applications of stochastic analysis (to PDEs, etc.)
91D20: Mathematical geography and demography
60J28: Applications of continuous-time Markov processes on discrete state spaces
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