Pages that link to "Item:Q506089"
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The following pages link to Intensity-based framework for surrender modeling in life insurance (Q506089):
Displaying 13 items.
- A sensitivity analysis of typical life insurance contracts with respect to the technical basis (Q998297) (← links)
- Prepayment risk in reverse mortgages: an intensity-governed surrender model (Q2034152) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- The determinants of lapse rates in the Italian life insurance market (Q2209792) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Generalized Frasier Claim Rates Under Survivorship Life Insurance Policies (Q5715861) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio (Q6110497) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
