Stochastic models in life insurance.

DOI10.1007/978-3-642-11252-2zbMATH Open1194.91001OpenAlexW646550851MaRDI QIDQ968098

Michael Koller

Publication date: 3 May 2010

Published in: Springer-Lehrbuch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11252-2

zbMATH Keywords

Markov modelspayment streamslife insurance mathematics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (2)

A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach ⋮ Stochastic models in life insurance. Translation from the 2nd German edition.

This page was built for publication: Stochastic models in life insurance.