Fair valuation of participating policies with surrender options and regime switching
type: Item
instance of: scholarly article
title: Fair valuation of participating policies with surrender options and regime switching
zbMATH Open document ID: 1129.60062
author: Tak Kuen Siu
published in: Insurance Mathematics \& Economics
publication date: 2006-03-08T00:00:00Z
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5009867
zbMATH Keywords: participating American policies
zbMATH Keywords: perpetual contracts
zbMATH Keywords: change of measures
zbMATH Keywords: second-order piecewise linear ODEs
zbMATH Keywords: regime switching
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.05.007
OpenAlex ID: W2103636353
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DOI: 10.1016/J.INSMATHECO.2005.05.007
description: scientific article; zbMATH DE number 5009867