A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds

DOI10.1080/07362994.2011.598798zbMath1244.91077MaRDI QIDQ3094225

No author found.

Publication date: 21 October 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2011.598798

zbMATH Keywords

continuous-time Markov chain; home reversion plan; long term care; pair of insureds

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

60J65: Brownian motion

60H30: Applications of stochastic analysis (to PDEs, etc.)

91D20: Mathematical geography and demography

60J28: Applications of continuous-time Markov processes on discrete state spaces

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