Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Non-standard multlife insurance products with dependence between insured

2013/09/B/HS4/00490

Keywords:

dependence multistate model multistate insurance contracts multilfe insurance contracts Markov and Semi-Markov processes copula functions widow's pension reverse annuity contract reverse mortgage life and viatical settlement accelerated death benefits viatical market stochastic interest rate

Descriptors:

  • HS4_3: Econometrics, statistical methods

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny we Wrocławiu, Wydział Zarządzania, Informatyki i Finansów

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Stanisław Heilpern 

Number of co-investigators in the project: 4

Call: OPUS 5 - announced on 2013-03-15

Amount awarded: 318 640 PLN

Project start date (Y-m-d): 2014-02-06

Project end date (Y-m-d): 2017-02-05

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled