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

Kristian Buchardt, Thomas Møller, Kristian Bjerre Schmidt

10 Citations (Scopus)
Original languageEnglish
JournalScandinavian Actuarial Journal
Volume2015
Issue number8
Pages (from-to)660-688
ISSN0346-1238
DOIs
Publication statusPublished - 17 Nov 2015

Keywords

  • duration dependence
  • Kolmogorov's differential equations
  • surrender
  • free policy

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