Dependent interest and transition rates in life insurance (Q743157)

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scientific article; zbMATH DE number 6347057
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Dependent interest and transition rates in life insurance
scientific article; zbMATH DE number 6347057

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    Dependent interest and transition rates in life insurance (English)
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    22 September 2014
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    affine processes
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    doubly stochastic process
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    multi-state life insurance models
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    policyholder behaviour
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    Solvency II
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    surrender
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