Intensity-based framework for surrender modeling in life insurance
type: Item
instance of: scholarly article
title: Intensity-based framework for surrender modeling in life insurance
zbMATH Open document ID: 1394.91230
author: Vincenzo Russo
author: Rosella Giacometti
author: Frank J. Fabozzi
published in: Insurance Mathematics \& Economics
publication date: 2017-01-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6679045
zbMATH Keywords: life insurance
zbMATH Keywords: surrender option
zbMATH Keywords: intensity-based models
zbMATH Keywords: Vasicek model
zbMATH Keywords: Cox-Ingersoll-Ross (CIR) model
zbMATH Keywords: best estimate of liabilities (BEL)
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2016.11.001
OpenAlex ID: W2550542292
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DOI: 10.1016/J.INSMATHECO.2016.11.001
description: scientific article; zbMATH DE number 6679045