Fair valuation of life insurance contracts under a two-sided jump diffusion model (Q2864673)
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scientific article; zbMATH DE number 6232651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fair valuation of life insurance contracts under a two-sided jump diffusion model |
scientific article; zbMATH DE number 6232651 |
Statements
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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0.9466469883918762
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0.8370112776756287
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0.8304479122161865
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0.8232085108757019
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0.7991771697998047
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