Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518)
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scientific article; zbMATH DE number 7807623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase-type representations of stochastic interest rates with applications to life insurance |
scientific article; zbMATH DE number 7807623 |
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Phase-type representations of stochastic interest rates with applications to life insurance (English)
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21 February 2024
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zero-coupon bond
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phase-type distribution
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stochastic interest rate
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multi-state life insurance
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Thiele's differential equation
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