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Intensity-based premium evaluation for unemployment insurance products · Study

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ArticleIntensity-based premium evaluation for unemployment insurance products

Francesca Biagini2013

Article2013

Intensity-based premium evaluation for unemployment insurance products

Francesca Biagini · Andreas Groll · Jan Widenmann

31 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Stochastic processes and financial applications

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References

2005Stochastic Integration and Differential Equations 2004Credit Risk: Modeling, Valuation and Hedging 2006A Benchmark Approach to Quantitative Finance 2007The numéraire portfolio in semimartingale financial models 1998Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts 2001The numeraire portfolio for unbounded semimartingales 2008Pricing Life Insurance Contracts with Early Exercise Features 2010A Class of $\mathbb{F}$-Doubly Stochastic Markov Chains

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Year2013

Typearticle

Published2013-06-13

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations31

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2013.06.001

openalex_workW2090171906

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