Cash flows and policyholder behaviour in the semi-Markov life insurance setup
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Scandinavian Actuarial Journal |
Volume | 2015 |
Issue number | 8 |
Pages (from-to) | 660-688 |
ISSN | 0346-1238 |
DOIs | |
Publication status | Published - 17 Nov 2015 |
- duration dependence, Kolmogorov's differential equations, surrender, free policy
Research areas
ID: 161389473