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Aggregate Markov models in life insurance: properties and valuation - MaRDI portal

Aggregate Markov models in life insurance: properties and valuation (Q6193113)

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scientific article; zbMATH DE number 7804000
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English
Aggregate Markov models in life insurance: properties and valuation
scientific article; zbMATH DE number 7804000

    Statements

    title
    Aggregate Markov models in life insurance: properties and valuation (English)
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    author
    Jamaal Ahmad
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    Mogens Bladt
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    Christian Furrer
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    publication date
    13 February 2024
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    zbMATH Keywords
    multi-state modelling
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    duration dependence
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    product integrals
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    expected cash flows
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    phase-type distributions
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    Identifiers

    arXiv ID
    2212.03705
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    zbMATH DE Number
    7804000
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    OpenAlex ID
    W4385638603
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