Reserve-dependent surrender rates
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | European Actuarial Journal |
| Volume | 5 |
| Issue number | 2 |
| Pages (from-to) | 283-308 |
| ISSN | 2190-9733 |
| DOIs | |
| Publication status | Published - Dec 2015 |
- Behavioural option, Ordinary differential equation, Penalty method, Optimal stopping, Solvency II
Research areas
ID: 161583456