Multi-state models for evaluating conversion options in life insurance
Work
Year: 2017
Type: article
Abstract: In this paper we propose a multi-state model for the evaluation of the conversion option contract. The multi-state model is based on age-indexed semi-Markov chains that are able to reproduce many impo... more
Institutions University of Chieti-Pescara, Barcelona School of Economics, Universitat de Barcelona, Sapienza University of Rome, University of Cagliari
Cites: 18
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 84.64
Subfield: Demography
Field: Social Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: diamond