Markov chain modeling of policyholder behavior in life insurance and pension
type: Item
instance of: scholarly article
title: Markov chain modeling of policyholder behavior in life insurance and pension
zbMATH Open document ID: 1304.91111
author: Lars Frederik Brandt Henriksen
author: Jeppe Woetmann Nielsen
author: Mogens Steffensen
author: Christian Svensson
published in: European Actuarial Journal
publication date: 2015-01-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J28
zbMATH DE Number: 6389520
zbMATH Keywords: surrender option
zbMATH Keywords: free policy option
zbMATH Keywords: ordinary differential equation
zbMATH Keywords: recovery
zbMATH Keywords: dependence
MaRDI profile type: Publication
full work available at URL: s13385-014-0091-2
OpenAlex ID: W3123703637
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cites work: Bivariate analysis of survivorship and persistency
DOI: 10.1007/S13385-014-0091-2
description: scientific article; zbMATH DE number 6389520