Scaled insurance cash flows: representation and computation via change of measure techniques
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Publication:2120546
DOI10.1007/s00780-022-00472-zzbMath1484.91384OpenAlexW4210329388MaRDI QIDQ2120546
Publication date: 1 April 2022
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-022-00472-z
Random measures (60G57) Applications of continuous-time Markov processes on discrete state spaces (60J28) Actuarial mathematics (91G05)
Related Items (2)
Extension of as-if-Markov modeling to scaled payments ⋮ Aggregate Markov models in life insurance: properties and valuation
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