A generic model for spouse's pensions with a view towards the calculation of liabilities

DOI10.1016/j.insmatheco.2015.09.003zbMath1348.91181arXiv1503.02034OpenAlexW1947508263MaRDI QIDQ896763

Alexander Sokol

Publication date: 14 December 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.02034

zbMATH Keywords

marked point processliabilitylongevitylife insurancecashflow

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Multistate models in health insurance
• Reserves in Life and Pension Insurance
• Markov Chain Models in Life Insurance
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