Two-dimensional forward and backward transition rates
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Publication:6593139
DOI10.1007/S13385-023-00363-3zbMATH Open1548.91087MaRDI QIDQ6593139
Marcus C. Christiansen, Theis Bathke
Publication date: 26 August 2024
Published in: European Actuarial Journal (Search for Journal in Brave)
second-order momentslife and health insurancefree-policy optionnon-Markov modellingprospective and retrospective reserves
Cites Work
- Forward mortality and other vital rates - are they the way forward?
- Biometric worst-case scenarios for multi-state life insurance policies
- Forward transition rates
- On the forward rate concept in multi-state life insurance
- Extension of as-if-Markov modeling to scaled payments
- Kolmogorov’s forward PIDE and forward transition rates in life insurance
- Markov Chain Models in Life Insurance
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