Pricing of unemployment insurance products with doubly stochastic Markov chains
Francesca Biagini and Jan Widenmann
| Year of publication: |
2012
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|---|---|
| Authors: | Biagini, Francesca ; Widenmann, Jan |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 4, p. 1-32
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| Subject: | Unemployment insurance | benchmark approach | doubly stochastic Markov chain | actuarial martingale pricing | intensity based approach | Markov-Kette | Markov chain | Arbeitslosenversicherung | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Schätzung | Estimation | Martingal | Martingale |
| 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/10009624472