Jump diffusion transition intensities in life insurance and disability annuity
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Publication:495519
DOI10.1016/j.insmatheco.2015.07.002zbMath1348.91154OpenAlexW1097107786MaRDI QIDQ495519
Siti Norafidah Mohd Ramli, Ji-Wook Jang
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.07.002
Cox processjump diffusion processhierarchical Markov modelmortality and morbidity rateterm insurance and disability annuity
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Cites Work
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