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~isPartOf:"Journal of business economics : JBE"
~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"Working paper"
~subject:"Markov-Kette"
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Markov-Kette
Lebensversicherung
56
Life insurance
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Theorie
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15
Sterblichkeit
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Private Altersvorsorge
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life insurance
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Ai, Meiqiao
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Duedahl, Sindre
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Journal of business economics : JBE
Scandinavian actuarial journal
Working paper
Insurance / Mathematics & economics
9
Probability and its applications
2
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2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Decisions in economics and finance : a journal of applied mathematics
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Forschen und Wissen - Wirtschaftswissenschaften
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ECONIS (ZBW)
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1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
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2
An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes
Ungolo, Francesco
-
2023
Persistent link: https://www.econbiz.de/10014458810
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3
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
Baños, David
;
Bølviken, Erik
;
Duedahl, Sindre
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
1
,
pp. 44-83
Persistent link: https://www.econbiz.de/10012195019
Saved in:
4
Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
Hartman, Brian
;
Groendyke, Chris
;
Engler, David
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012195031
Saved in:
5
A lattice-based model to evaluate variable annuities with guaranted minimum withdrawal benefits under a regime-switching model
Costabile, M.
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 231-244
Persistent link: https://www.econbiz.de/10011772109
Saved in:
6
Kolmogorov's forward PIDE and forward transition rates in life insurance
Buchardt, Kristian
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 377-394
Persistent link: https://www.econbiz.de/10011772190
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