Pages that link to "Item:Q3142171"
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The following pages link to A stochastic version of Thiele's differential equation (Q3142171):
Displaying 12 items.
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
- Aspects of prospective mean values in risk theory (Q1381456) (← links)
- Multistate models in health insurance (Q1633243) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
- Dynamics of state-wise prospective reserves in the presence of non-monotone information (Q2657019) (← links)
- Stochastic interest rate in life insurance: The principle of equivalence revisited (Q4235019) (← links)
- Kolmogorov’s forward PIDE and forward transition rates in life insurance (Q4575472) (← links)
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup (Q4576920) (← links)
- Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
- Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14 (Q4881686) (← links)