A stochastic version of Thiele's differential equation (Q3142171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic version of Thiele's differential equation |
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A stochastic version of Thiele's differential equation (English)
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12 December 1993
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martingale representations
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Thiele's differential equation
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life insurance
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stochastic differential equation
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point process
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semi-Markov model
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numerical example
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