Hierarchical Markov Model in Life Insurance and Social Benefit Schemes
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- Jang, Jiwook & Qu, Yan & Zhao, Hongbiao & Dassios, Angelos, 2023. "A Cox model for gradually disappearing events," LSE Research Online Documents on Economics 112754, London School of Economics and Political Science, LSE Library.
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Keywords
life insurance; unemployment/disability benefits; retirement benefits; jump-diffusion process; hierarchical Markov process;All these keywords.
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