Pricing of endowment insurance products under the mortality dependence model

DOI10.12084/J.ISSN.2096-3289.2020.02.005MaRDI QIDQ3386326zbMATH OpenFDO

Authors Guo Chen, Xue Liang

Publication date 14 January 2021

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)

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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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