Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673)
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scientific article; zbMATH DE number 6232651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model |
scientific article; zbMATH DE number 6232651 |
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Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (English)
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26 November 2013
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default risk
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participating life insurance policies
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two-sided jump-diffusion process
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