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
    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

    Identifiers