Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
David Baños, Erik Bølviken, Sindre Duedahl and Frank Proske
| Year of publication: |
2020
|
|---|---|
| Authors: | Baños, David ; Bølviken, Erik ; Duedahl, Sindre ; Proske, Frank |
| Subject: | Lévy processes | Life insurance | non-linear filtering | stochastic transition rates | Lebensversicherung | Stochastischer Prozess | Stochastic process | Theorie | Theory | Markov-Kette | Markov chain | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1636858 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195019