Early default risk and surrender risk: impacts on participating life insurance policies
type: Item
instance of: scholarly article
title: Early default risk and surrender risk: impacts on participating life insurance policies
zbMATH Open document ID: 1398.91318
author: C.-L. Cheng
author: Jing Li
published in: Insurance Mathematics \& Economics
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M06
zbMATH DE Number: 6839366
zbMATH Keywords: participating life insurance policies
zbMATH Keywords: regulator's intervention
zbMATH Keywords: early default risk
zbMATH Keywords: surrender risk
zbMATH Keywords: partial rationality
zbMATH Keywords: pricing partial differential equation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.11.001
OpenAlex ID: W2774284177
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DOI: 10.1016/J.INSMATHECO.2017.11.001
description: scientific article; zbMATH DE number 6839366