Hattendorff's theorem for non-smooth continuous-time Markov models. II: Application

DOI10.1016/S0167-6687(99)00034-7zbMath0977.62110MaRDI QIDQ1974038

Hartmut Milbrodt

Publication date: 24 January 2002

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

variance of lossgeneralized Hattendorff theoremloss in given states

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory ⋮ Indicator Function and Hattendorff Theorem

Cites Work

• Markov models and Thiele's integral equations for the prospective reserve
• On probability distributions of present values in life insurance
• Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
• Bestimmung einer angemessenen sterbetafel für lebensversicherungen mit todesfallcharakter
• Herleitung der DAV-sterbetafel 1994 R für rentenversicherungen
• Mathematische Methoden der Personenversicherung

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