Multi-state models for evaluating conversion options in life insurance

DOI10.15559/17-VMSTA78zbMath1368.60090arXiv1707.01028OpenAlexW2613448216MaRDI QIDQ2360594

Raimondo Manca, Montserrat Guillen, Guglielmo D'Amico, Filippo Petroni

Publication date: 4 July 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.01028

zbMATH Keywords

semi-Markov chainconversion optionspermanent insurance policytemporary insurance policy

Mathematics Subject Classification ID

Cites Work

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