Pages that link to "Item:Q4940114"
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The following pages link to A time‐continuous markov chain interest model with applications to insurance (Q4940114):
Displaying 34 items.
- A class of life insurance reserve model and risk analysis in a stochastic interest rate environment (Q351999) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- A claims persistence process and insurance (Q1023097) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- A stochastic interest model with an application to insurance (Q1209485) (← links)
- Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
- Insuring wind energy production (Q1620260) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Differential equations for moments of present values in life insurance (Q1904998) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- On probability distributions of present values in life insurance (Q1921981) (← links)
- On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
- Hattendorff's theorem for non-smooth continuous-time Markov models. II: Application (Q1974038) (← links)
- A fractional multi-states model for insurance (Q2034158) (← links)
- Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups (Q2449361) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- A semi-Markov modulated interest rate model (Q2637384) (← links)
- On Bonus and Bonus Prognoses in Life Insurance (Q2759550) (← links)
- Actuarial present value of life insurance under stochastic discount interest driven by Markovian switching process (Q2922324) (← links)
- A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
- Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772) (← links)
- On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
- (Q3742581) (← links)
- The process of metastases formation by melanoma patients during the aftercare -- Modelling with Markov chains and Cox's regression (Q4488927) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE (Q5067893) (← links)
- A multivariate Markov chain stock model (Q5117673) (← links)
- Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← links)
- Multivariate higher order moments in multi-state life insurance (Q5865320) (← links)
- A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)
- Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518) (← links)