Scenario-based life insurance prognoses in a multi-state Markov model

Ninna Reitzel Jensen

doi:10.1007/s13385-016-0137-8

Scenario-based life insurance prognoses in a multi-state Markov model

Ninna Reitzel Jensen

Institut for Matematiske Fag

1 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	European Actuarial Journal
Vol/bind	6
Udgave nummer	2
Sider (fra-til)	307-330
ISSN	2190-9733
DOI	https://doi.org/10.1007/s13385-016-0137-8
Status	Udgivet - 1 dec. 2016

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10.1007/s13385-016-0137-8

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title = "Scenario-based life insurance prognoses in a multi-state Markov model",

keywords = "Prognoses, Bonus, Economic scenarios, Participating life insurance, Unit-linked insurance, Stochastic differential equations",

author = "Jensen, {Ninna Reitzel}",

year = "2016",

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doi = "10.1007/s13385-016-0137-8",

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journal = "European Actuarial Journal",

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AU - Jensen, Ninna Reitzel

PY - 2016/12/1

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KW - Prognoses

KW - Bonus

KW - Economic scenarios

KW - Participating life insurance

KW - Unit-linked insurance

KW - Stochastic differential equations

U2 - 10.1007/s13385-016-0137-8

DO - 10.1007/s13385-016-0137-8

M3 - Journal article

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VL - 6

SP - 307

EP - 330

JO - European Actuarial Journal

JF - European Actuarial Journal

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Scenario-based life insurance prognoses in a multi-state Markov model

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