Continuous affine processes: transformations, Markov chains and life insurance (Q5740696)
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scientific article; zbMATH DE number 6606993
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| English | Continuous affine processes: transformations, Markov chains and life insurance |
scientific article; zbMATH DE number 6606993 |
Statements
Continuous affine processes: transformations, Markov chains and life insurance (English)
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27 July 2016
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doubly stochastic process
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multi-state life insurance models
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credit risk
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stochastic mortality
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stochastic interest
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0.774390459060669
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0.7697255611419678
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0.7575328946113586
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0.7488442659378052
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0.7415286302566528
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