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Intensity-based premium evaluation for unemployment insurance products
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References

  • 2005Stochastic Integration and Differential Equations4,700 cited
  • 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
  • 2006A Benchmark Approach to Quantitative Finance374 cited
  • 2007The numéraire portfolio in semimartingale financial models320 cited
  • 1998Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts196 cited
  • 2001The numeraire portfolio for unbounded semimartingales142 cited
  • 2008Pricing Life Insurance Contracts with Early Exercise Features56 cited
  • 2010A Class of $\mathbb{F}$-Doubly Stochastic Markov Chains34 cited
  • 2004A Benchmark Framework for Risk Management33 cited
  • 2005A Model Framework for Mortality and Health Data Classified by Age, Area, and Time21 cited

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