Thiele's differential equation as a tool in product development in life insurance

DOI10.1080/03461238.1990.10413874zbMath0746.62101OpenAlexW2133251683WikidataQ115298030 ScholiaQ115298030MaRDI QIDQ3990295

Henrik Ramlau-Hansen

Publication date: 28 June 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413874

zbMATH Keywords

savingsThiele's differential equationpremium formulasnew life productsreserve formulas

Mathematics Subject Classification ID

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

Related Items (4)

Markov models and Thiele's integral equations for the prospective reserve ⋮ Number of paths versus number of basis functions in American option pricing ⋮ Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes ⋮ Stochastic interest rate in life insurance: The principle of equivalence revisited

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