Polynomial diffusion models for life insurance liabilities

Francesca Biagini, Yinglin Zhang

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DOI: 10.1016/j.insmatheco.2016.08.008
Published: 2016-11
Container: Insurance: Mathematics and Economics
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.insmatheco.2016.08.008,
  title = {Polynomial diffusion models for life insurance liabilities},
  author = {Francesca Biagini and Yinglin Zhang},
  year = {2016},
  journal = {Insurance: Mathematics and Economics},
  doi = {10.1016/j.insmatheco.2016.08.008},
  url = {https://doi.org/10.1016/j.insmatheco.2016.08.008}
}

RIS

TY  - JOUR
TI  - Polynomial diffusion models for life insurance liabilities
AU  - Francesca Biagini
AU  - Yinglin Zhang
PY  - 2016
JO  - Insurance: Mathematics and Economics
DO  - 10.1016/j.insmatheco.2016.08.008
UR  - https://doi.org/10.1016/j.insmatheco.2016.08.008
ER  -

APA

Biagini, F., & Zhang, Y. (2016). Polynomial diffusion models for life insurance liabilities. Insurance: Mathematics and Economics. https://doi.org/10.1016/j.insmatheco.2016.08.008

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crossref · retrieved 2026-09-25T06:46:06.536Z