PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509)

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PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS
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    PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (English)
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    30 August 2012
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    unemployment insurance
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    benchmark approach
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    doubly stochastic Markov chain
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    actuarial martingale pricing
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    intensity based approach
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