Aggregate Markov models in life insurance: properties and valuation (Q6193113)
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scientific article; zbMATH DE number 7804000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregate Markov models in life insurance: properties and valuation |
scientific article; zbMATH DE number 7804000 |
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Aggregate Markov models in life insurance: properties and valuation (English)
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13 February 2024
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multi-state modelling
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duration dependence
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product integrals
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expected cash flows
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phase-type distributions
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