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ON SURRENDER AND DEFAULT RISKS - MaRDI portal

ON SURRENDER AND DEFAULT RISKS (Q4906517)

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scientific article; zbMATH DE number 6139571
Language Label Description Also known as
English
ON SURRENDER AND DEFAULT RISKS
scientific article; zbMATH DE number 6139571

    Statements

    title
    ON SURRENDER AND DEFAULT RISKS (English)
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    author
    Olivier Le Courtois
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    Hidetoshi Nakagawa
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    publication date
    28 February 2013
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    zbMATH Keywords
    surrender risk
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    default risk
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    interest rate risk
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    Cox process
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    participating policies
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G40
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    91G30
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    zbMATH DE Number
    6139571
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    OpenAlex ID
    W1878347647
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