Extension of as-if-Markov modeling to scaled payments
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Publication:2682991
DOI10.1016/j.insmatheco.2022.09.001OpenAlexW4294845642MaRDI QIDQ2682991
Christian Furrer, Marcus C. Christiansen
Publication date: 1 February 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.09.001
life insuranceincidental policyholder behaviorKolmogorov's forward equationslandmark estimatorsnon-Markov models
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Actuarial mathematics (91G05)
Cites Work
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- Foundations of Modern Probability
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