Indicator Function and Hattendorff Theorem

DOI10.1080/10920277.2003.10596075zbMath1084.62529OpenAlexW1975641806MaRDI QIDQ5715903

Hans U. Gerber, Elias S. W. Shiu, Bartholomew Leung

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2003.10596075

Mathematics Subject Classification ID

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

Related Items (2)

An elementary derivation of Hattendorff's theorem ⋮ Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case

Uses Software

• APL

Cites Work

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• Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
• Hattendorff's theorem for non-smooth continuous-time Markov models. II: Application
• Two Notes on Notation
• Martingales in life insurance
• Hattendorff's theorem for a continuous-time Markov model
• Hattendorff's Theorem: A Markov chain and counting process approach
• Hattendorff's theorem and Thiele's differential equation generalized
• Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14

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