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Analysis of long-term disability insurance portfolios with stochastic interest rates and multi-state transition models
Supplementary file for node/12685 (Full text)

Supplementary file for node/12685 (Full text)

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Analysis of long-term disability insurance portfolios with stochastic interest rates and multi-state transition models

Author: Xia, Yu

2012-01-23

A general long-term disability insurance portfolio with semiannual disability payments and a lump sum death benefit payment is studied in this…

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