Cash flows and policyholder behaviour in the semi-Markov life insurance setup

Kristian Buchardt; Thomas Møller; Kristian Bjerre Schmidt

doi:10.1080/03461238.2013.879919

Cash flows and policyholder behaviour in the semi-Markov life insurance setup

Kristian Buchardt, Thomas Møller, Kristian Bjerre Schmidt

Institut for Matematiske Fag

10 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Scandinavian Actuarial Journal
Vol/bind	2015
Udgave nummer	8
Sider (fra-til)	660-688
ISSN	0346-1238
DOI	https://doi.org/10.1080/03461238.2013.879919
Status	Udgivet - 17 nov. 2015

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10.1080/03461238.2013.879919

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title = "Cash flows and policyholder behaviour in the semi-Markov life insurance setup",

keywords = "duration dependence, Kolmogorov's differential equations, surrender, free policy",

author = "Kristian Buchardt and Thomas M{\o}ller and Schmidt, {Kristian Bjerre}",

year = "2015",

month = nov,

day = "17",

doi = "10.1080/03461238.2013.879919",

language = "English",

volume = "2015",

pages = "660--688",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor & Francis Scandinavia",

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}

TY - JOUR

T1 - Cash flows and policyholder behaviour in the semi-Markov life insurance setup

AU - Buchardt, Kristian

AU - Møller, Thomas

AU - Schmidt, Kristian Bjerre

PY - 2015/11/17

Y1 - 2015/11/17

KW - duration dependence

KW - Kolmogorov's differential equations

KW - surrender

KW - free policy

U2 - 10.1080/03461238.2013.879919

DO - 10.1080/03461238.2013.879919

M3 - Journal article

SN - 0346-1238

VL - 2015

SP - 660

EP - 688

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

IS - 8

ER -

Cash flows and policyholder behaviour in the semi-Markov life insurance setup

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