Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518)
From MaRDI portal
scientific article; zbMATH DE number 7807623
Language | Label | Description | Also known as |
---|---|---|---|
English | Phase-type representations of stochastic interest rates with applications to life insurance |
scientific article; zbMATH DE number 7807623 |
Statements
Phase-type representations of stochastic interest rates with applications to life insurance (English)
0 references
21 February 2024
0 references
zero-coupon bond
0 references
phase-type distribution
0 references
stochastic interest rate
0 references
multi-state life insurance
0 references
Thiele's differential equation
0 references
0 references