Utility indifference pricing of insurance contracts for home reversion plan under stochastic interest rate (Q2836969)
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scientific article; zbMATH DE number 6186185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility indifference pricing of insurance contracts for home reversion plan under stochastic interest rate |
scientific article; zbMATH DE number 6186185 |
Statements
10 July 2013
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stochastic interest rate
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home reversion plan
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long-term care
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Markov model
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indifference continuous annuity
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HJB equation
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0.8922981
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0.86879015
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0.8572501
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0.8554708
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0.8484948
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Utility indifference pricing of insurance contracts for home reversion plan under stochastic interest rate (English)
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