Computing finite-time survival probabilities using multinomial approximations of risk models

Author: Costabile M.   Massabò I.   Russo E.  

Publisher: Taylor & Francis Ltd

E-ISSN: 1651-2030|2015|5|406-422

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2015, Iss.5, 2015-07, pp. : 406-422

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Abstract