Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1)

DOI10.1080/10920277.2019.1627222zbMath1454.91187OpenAlexW2972803657MaRDI QIDQ5140101

Hans U. Gerber, Elias S. W. Shiu

Publication date: 13 December 2020

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1627222

Mathematics Subject Classification ID

Applications of branching processes (60J85) Actuarial mathematics (91G05)

Related Items (1)

Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)

Cites Work

• Actuarial bridges to dynamic hedging and option pricing
• Normalized Exponential Tilting
• Discussion on “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty,” by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, Volume 19(2)
• Unnamed Item

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