Scenario-based life insurance prognoses in a multi-state Markov model
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | European Actuarial Journal |
| Volume | 6 |
| Issue number | 2 |
| Pages (from-to) | 307-330 |
| ISSN | 2190-9733 |
| DOIs | |
| Publication status | Published - Dec 2016 |
- Prognoses, Bonus, Economic scenarios, Participating life insurance, Unit-linked insurance, Stochastic differential equations
Research areas
ID: 173748517