Stochastic models for life contingencies
From MaRDI portal
Publication:1081269
DOI10.1016/0167-6687(86)90034-XzbMath0601.62132OpenAlexW2059126548MaRDI QIDQ1081269
Publication date: 1986
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(86)90034-x
Markov modelruin theoryequivalence principlereviewmultiple decrement theoryHattendorff theoremHausdorff formulaindividual risk theorylife contingencies
Related Items
Hattendorff's theorem for a continuous-time Markov model, The recursive calculation of the moments of the profit on a sickness insurance policy, The valuation of life contingencies: a symmetrical triangular fuzzy approximation, Stochastic Models for Continuing Care Retirement Communities, Ordering of risks in life insurance, Approximations for life annuity contracts in a stochastic financial environment
Cites Work
- Martingales in life insurance
- Bemerkungen zur Stochastik der Gemischten Versicherung
- Actuarial values of payment streams
- Stochastic Survival Models with Competing Risks and Covariates
- On the rank of the product of certain square matrices
- Markov Chain Models in Life Insurance
- Stochastische Betrachtungen über den Verlauf des Deckungskapitals bei der Lebensversicherung von Gruppen
- über das deterministische und das stochastische Modell der Versicherungsmathematik
- Maβtheoretische Ergänzungen zur Risikotheorie
- Ein wahrscheinlichkeitstheoretisches Modell der diskontinuierlichen Lebensversicherungsmathematik
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
