Aggregate Markov models in life insurance : properties and valuation
Year of publication: |
2023
|
---|---|
Authors: | Ahmad, Jamaal ; Bladt, Mogens ; Furrer, Christian |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 50-69
|
Subject: | Duration dependence | Expected cash flows | Multi-state modelling | Phase-type distributions | Product integrals | Theorie | Theory | Lebensversicherung | Life insurance | Markov-Kette | Markov chain | Cash Flow | Cash flow |
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