Stochastic models for life contingencies (Q1081269)
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scientific article; zbMATH DE number 3969970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic models for life contingencies |
scientific article; zbMATH DE number 3969970 |
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Stochastic models for life contingencies (English)
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1986
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This review gives a survey of the traditional field of individual risk theory in relation to the more recent stochastic models for life contingencies. The stochastic approach on the basis of loss functions is extended to the Markov model, of which multiple decrement theory is a special case.
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Hausdorff formula
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Hattendorff theorem
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ruin theory
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equivalence principle
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review
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individual risk theory
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life contingencies
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Markov model
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multiple decrement theory
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