Aggregate Markov models in life insurance: Properties and valuation-Reference-Cited by-同舟云学术

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Aggregate Markov models in life insurance: Properties and valuation

Published:2023-11 Issue: Volume:113 Page:50-69
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Ahmad Jamaal^ORCID,Bladt Mogens,Furrer Christian

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference24 articles.

1. Multivariate higher order moments in multi-state life insurance;Ahmad;Scandinavian Actuarial Journal,2022

2. Inhomogeneous phase-type distributions and heavy tails;Albrecher;Journal of Applied Probability,2019

3. Applied Probability and Queues;Asmussen,2003

4. Ruin Probabilities;Asmussen,2010

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Aggregate Markov models in life insurance: estimation via the EM algorithm;Scandinavian Actuarial Journal;2023-12-14

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