On the forward rate concept in multi-state life insurance

Marcus Christiansen, Andreas Niemeyer

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)295-327
JournalFinance and Stochastics
Volume19
Issue number2
DOIs
Publication statusPublished - 2015

Cite this

Christiansen, Marcus ; Niemeyer, Andreas. / On the forward rate concept in multi-state life insurance. In: Finance and Stochastics. 2015 ; Vol. 19, No. 2. pp. 295-327.
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On the forward rate concept in multi-state life insurance. / Christiansen, Marcus; Niemeyer, Andreas.

In: Finance and Stochastics, Vol. 19, No. 2, 2015, p. 295-327.

Research output: Contribution to journalArticle

TY - JOUR

T1 - On the forward rate concept in multi-state life insurance

AU - Christiansen, Marcus

AU - Niemeyer, Andreas

PY - 2015

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U2 - 10.1007/s00780-014-0244-9

DO - 10.1007/s00780-014-0244-9

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SP - 295

EP - 327

JO - Finance and Stochastics

JF - Finance and Stochastics

SN - 0949-2984

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