Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14

DOI10.1080/03461238.1996.10413962zbMath0845.62078OpenAlexW2047510342WikidataQ115297908 ScholiaQ115297908MaRDI QIDQ4881686

Ragnar Norberg

Publication date: 11 June 1996

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

Full work available at URL: https://doi.org/10.1080/03461238.1996.10413962

zbMATH Keywords

counting processesHattendorff's theoremThiele's differential equationpredictable semimartingale

Mathematics Subject Classification ID

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

Related Items (2)

Dynamics of state-wise prospective reserves in the presence of non-monotone information ⋮ Indicator Function and Hattendorff Theorem

Cites Work

• A stochastic version of Thiele's differential equation
• Statistical models based on counting processes

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