✦ LIBER ✦

092026 (M12) Pricing long term insurance policies — continuous time models : Levikson B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 88 KB
Volume: 20
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(97)80648-8

No coin nor oath required. For personal study only.

✦ Synopsis

Yushkevich can also be applied to certain models where control of the flow is possible. The method consists in a transformation to a model without control of the flow by a kind of time change.

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