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

Research output: Contribution to journalJournal articleResearchpeer-review

  • Kristian Buchardt
  • Thomas Møller
  • Kristian Bjerre Schmidt
Original languageEnglish
JournalScandinavian Actuarial Journal
Volume2015
Issue number8
Pages (from-to)660-688
ISSN0346-1238
DOIs
Publication statusPublished - 17 Nov 2015

    Research areas

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

ID: 161389473