Fair valuation of life insurance contracts under a two-sided jump diffusion model (Q2864673)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fair valuation of life insurance contracts under a two-sided jump diffusion model |
scientific article; zbMATH DE number 6232651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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
0.9466469883918762
0 references
0.8370112776756287
0 references
0.8304479122161865
0 references
0.8232085108757019
0 references
0.7991771697998047
0 references
