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Hattendorff's Theorem: A Markov chain and counting process approach - MaRDI portal

Hattendorff's Theorem: A Markov chain and counting process approach (Q3809096)

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Hattendorff's Theorem: A Markov chain and counting process approach
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    Hattendorff's Theorem: A Markov chain and counting process approach (English)
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    1988
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    generalization of Hattendorff's theorem
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    life insurance
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    time- inhomogeneous Markov chain with a finite state space
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    zero mean martingales
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    term and disability insurance
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