Jump diffusion transition intensities in life insurance and disability annuity
Jiwook Jang; Siti Norafidah Mohd Ramli
| Year of publication: |
2015
|
|---|---|
| Authors: | Jang, Jiwook ; Siti Norafidah Mohd Ramli |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 440-451
|
| Subject: | Mortality and morbidity rate | Jump diffusion process | Cox process | Hierarchical Markov model | Term insurance and disability annuity | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Theorie | Theory | Markov-Kette | Markov chain | Behinderte | Disabled persons | Finanzmathematik | Mathematical finance | Erwerbsminderungsrente | Disability benefits |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398140