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

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Cash flows and policyholder behaviour in the semi-Markov life insurance setup. / Buchardt, Kristian; Møller, Thomas; Schmidt, Kristian Bjerre.

In: Scandinavian Actuarial Journal, Vol. 2015, No. 8, 17.11.2015, p. 660-688.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Buchardt, K, Møller, T & Schmidt, KB 2015, 'Cash flows and policyholder behaviour in the semi-Markov life insurance setup', Scandinavian Actuarial Journal, vol. 2015, no. 8, pp. 660-688. https://doi.org/10.1080/03461238.2013.879919

APA

Buchardt, K., Møller, T., & Schmidt, K. B. (2015). Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Scandinavian Actuarial Journal, 2015(8), 660-688. https://doi.org/10.1080/03461238.2013.879919

Vancouver

Buchardt K, Møller T, Schmidt KB. Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Scandinavian Actuarial Journal. 2015 Nov 17;2015(8):660-688. https://doi.org/10.1080/03461238.2013.879919

Author

Buchardt, Kristian ; Møller, Thomas ; Schmidt, Kristian Bjerre. / Cash flows and policyholder behaviour in the semi-Markov life insurance setup. In: Scandinavian Actuarial Journal. 2015 ; Vol. 2015, No. 8. pp. 660-688.

Bibtex

@article{fd09a91e026b40079156263210b2d1a0,
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",
number = "8",

}

RIS

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

VL - 2015

SP - 660

EP - 688

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

SN - 0346-1238

IS - 8

ER -

ID: 161389473