An elementary derivation of Hattendorff's theorem

DOI10.1007/S13385-020-00256-9zbMath1476.91130OpenAlexW3120573949MaRDI QIDQ825307

Xiaoyi Xiong, Elias S. W. Shiu

Publication date: 17 December 2021

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

Full work available at URL: https://doi.org/10.1007/s13385-020-00256-9

zbMATH Keywords

summation by partsHattendorff's theoremloss at issuenet amount at risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Actuarial Mathematics for Life Contingent Risks
• Indicator Function and Hattendorff Theorem

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