Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes (Q5210999)
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scientific article; zbMATH DE number 7152830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes |
scientific article; zbMATH DE number 7152830 |
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Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes (English)
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17 January 2020
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life insurance
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stochastic transition rates
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Lévy processes
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nonlinear filtering
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