A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds
DOI10.1080/07362994.2011.598798zbMath1244.91077OpenAlexW1967307037MaRDI QIDQ3094225
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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
Dynamic programming in optimal control and differential games (49L20) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mathematical geography and demography (91D20) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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Cites Work
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