Pricing of endowment insurance products under the mortality dependence model

DOI10.12084/J.ISSN.2096-3289.2020.02.005zbMATH Open1463.91109MaRDI QIDQ3386326FDOQ3386326

Authors: Guo Chen, Xue Liang 

Publication date: 14 January 2021

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zbMATH Keywords

regime-switchingjump-diffusion modelmortality dependenceshot noise process

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cited In (2)

• Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices
• JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS

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