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The retrospective premium reserve - MaRDI portal

The retrospective premium reserve (Q2641056)

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scientific article
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English
The retrospective premium reserve
scientific article

    Statements

    title
    The retrospective premium reserve (English)
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    author
    Henk Wolthuis
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    Jan M. Hoem
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    publication date
    1990
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    zbMATH Keywords
    Markov chain
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    first- and second-order valuation basis
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    surplus accumulation
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    retrospective reserves
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    Thiele's differential equation
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    initial prospective premium reserves
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    Identifiers

    zbMATH DE Number
    4189063
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    OpenAlex ID
    W2068252332
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