Scenario-based life insurance prognoses in a multi-state Markov model

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

Scenario-based life insurance prognoses in a multi-state Markov model. / Jensen, Ninna Reitzel.

I: European Actuarial Journal, Bind 6, Nr. 2, 12.2016, s. 307-330.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Jensen, NR 2016, 'Scenario-based life insurance prognoses in a multi-state Markov model', European Actuarial Journal, bind 6, nr. 2, s. 307-330. https://doi.org/10.1007/s13385-016-0137-8

APA

Jensen, N. R. (2016). Scenario-based life insurance prognoses in a multi-state Markov model. European Actuarial Journal, 6(2), 307-330. https://doi.org/10.1007/s13385-016-0137-8

Vancouver

Jensen NR. Scenario-based life insurance prognoses in a multi-state Markov model. European Actuarial Journal. 2016 dec.;6(2):307-330. https://doi.org/10.1007/s13385-016-0137-8

Author

Jensen, Ninna Reitzel. / Scenario-based life insurance prognoses in a multi-state Markov model. I: European Actuarial Journal. 2016 ; Bind 6, Nr. 2. s. 307-330.

Bibtex

@article{2e7ea5c925f34c0b90578a306297ba35,
title = "Scenario-based life insurance prognoses in a multi-state Markov model",
keywords = "Prognoses, Bonus, Economic scenarios, Participating life insurance, Unit-linked insurance, Stochastic differential equations",
author = "Jensen, {Ninna Reitzel}",
year = "2016",
month = dec,
doi = "10.1007/s13385-016-0137-8",
language = "English",
volume = "6",
pages = "307--330",
journal = "European Actuarial Journal",
issn = "2190-9733",
publisher = "Springer",
number = "2",

}

RIS

TY - JOUR

T1 - Scenario-based life insurance prognoses in a multi-state Markov model

AU - Jensen, Ninna Reitzel

PY - 2016/12

Y1 - 2016/12

KW - Prognoses

KW - Bonus

KW - Economic scenarios

KW - Participating life insurance

KW - Unit-linked insurance

KW - Stochastic differential equations

U2 - 10.1007/s13385-016-0137-8

DO - 10.1007/s13385-016-0137-8

M3 - Journal article

VL - 6

SP - 307

EP - 330

JO - European Actuarial Journal

JF - European Actuarial Journal

SN - 2190-9733

IS - 2

ER -

ID: 173748517