Modeling and Estimation of Stochastic Transition Rates in Life Insurance with Regime Switching Based on Generalized Cox Processes
dc.contributor.author | Banos, David | |
dc.contributor.author | Bølviken, Erik | |
dc.contributor.author | Duedahl, Sindre | |
dc.contributor.author | Proske, Frank Norbert | |
dc.date.accessioned | 2019-03-26T08:19:27Z | |
dc.date.available | 2019-03-26T08:19:27Z | |
dc.date.created | 2018-05-19T10:14:59Z | |
dc.date.issued | 2018 | |
dc.identifier.issn | 0806-2439 | |
dc.identifier.uri | http://hdl.handle.net/11250/2591718 | |
dc.language.iso | eng | |
dc.title | Modeling and Estimation of Stochastic Transition Rates in Life Insurance with Regime Switching Based on Generalized Cox Processes | |
dc.title.alternative | Modeling and Estimation of Stochastic Transition Rates in Life Insurance with Regime Switching Based on Generalized Cox Processes | |
dc.type | Journal article | |
dc.description.version | submittedVersion | |
dc.source.journal | Preprint series (Universitetet i Oslo. Matematisk institutt) | |
dc.identifier.cristin | 1585654 | |
cristin.unitcode | 209,98,60,2 | |
cristin.unitname | Institutt for Økonomifag | |
cristin.ispublished | true | |
cristin.fulltext | preprint | |
cristin.qualitycode | 0 |