Pricing Of Unemployment Insurance Products With Doubly Stochastic Markov Chains
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DOI: 10.1142/S0219024912500252
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Cited by:
- Biagini, Francesca & Groll, Andreas & Widenmann, Jan, 2013. "Intensity-based premium evaluation for unemployment insurance products," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 302-316.
- Xing, Jie & Ma, Jingtang & Yang, Wensheng, 2023. "Optimal entry decision of unemployment insurance under partial information," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 31-52.
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Keywords
Unemployment insurance; benchmark approach; doubly stochastic Markov chain; actuarial martingale pricing; intensity based approach;All these keywords.
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