PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS
Year of publication: |
2012
|
---|---|
Authors: | BIAGINI, FRANCESCA ; WIDENMANN, JAN |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 15.2012, 04, p. 1250025-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Unemployment insurance | benchmark approach | doubly stochastic Markov chain | actuarial martingale pricing | intensity based approach |
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