Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model |
scientific article |
Statements
Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (English)
0 references
26 November 2013
0 references
default risk
0 references
participating life insurance policies
0 references
two-sided jump-diffusion process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
