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  • Search: subject:"Multi-state modelling"
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Cash Flow 1 Cash flow 1 Duration dependence 1 Expected cash flows 1 Lebensversicherung 1 Life insurance 1 Markov chain 1 Markov-Kette 1 Multi-state modelling 1 Phase-type distributions 1 Product integrals 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ahmad, Jamaal 1 Bladt, Mogens 1 Furrer, Christian 1
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Insurance / Mathematics & economics 1
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Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal; Bladt, Mogens; Furrer, Christian - In: Insurance / Mathematics & economics 113 (2023), pp. 50-69
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