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Sensitivity of life insurance reserves via Markov semigroups - MaRDI portal

Sensitivity of life insurance reserves via Markov semigroups (Q4576775)

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scientific article; zbMATH DE number 6900945
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English
Sensitivity of life insurance reserves via Markov semigroups
scientific article; zbMATH DE number 6900945

    Statements

    title
    Sensitivity of life insurance reserves via Markov semigroups (English)
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    publication date
    10 July 2018
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    zbMATH Keywords
    market reserve
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    Thiele's differential equation
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    non-autonomous parabolic partial differential equations
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    evolution systems
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    sensitivity of reserves
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    cites work
    Q4327845
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    Q3773148
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    Q5189317
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    Q5562267
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    Q5480574
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    Q4492756
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    Q3606196
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    47D07
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    35K15
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    zbMATH DE Number
    6900945
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    OpenAlex ID
    W2065510873
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