Intensity-based framework for surrender modeling in life insurance (Q506089)
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scientific article; zbMATH DE number 6679045
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| English | Intensity-based framework for surrender modeling in life insurance |
scientific article; zbMATH DE number 6679045 |
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Intensity-based framework for surrender modeling in life insurance (English)
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31 January 2017
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life insurance
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surrender option
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intensity-based models
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Vasicek model
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Cox-Ingersoll-Ross (CIR) model
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best estimate of liabilities (BEL)
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