Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Scaled insurance cash flows: representation and computation via change of measure techniques |
scientific article |
Statements
Scaled insurance cash flows: representation and computation via change of measure techniques (English)
0 references
1 April 2022
0 references
multi-state life insurance
0 references
incidental policyholder behaviour
0 references
jump processes
0 references
Föllmer measures
0 references
0 references