Differential equations for moments of present values in life insurance
type: Item
instance of: scholarly article
title: Differential equations for moments of present values in life insurance
zbMATH Open document ID: 0836.62088
DOI: 10.1016/0167-6687(95)00019-O
author: Ragnar Norberg
published in: Insurance Mathematics \& Economics
publication date: 1996-05-06T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 834213
zbMATH Keywords: reserves
zbMATH Keywords: martingales
zbMATH Keywords: higher order conditional moments
zbMATH Keywords: life insurance policy
zbMATH Keywords: Thiele's differential equations
MaRDI profile type: Publication
cites work: Statistical models based on counting processes
cites work: Markov Chain Models in Life Insurance
cites work: Actuarial values of payment streams
cites work: Reserves in Life and Pension Insurance
cites work: Hattendorff's theorem and Thiele's differential equation generalized
cites work: A time‐continuous markov chain interest model with applications to insurance
description: scientific article; zbMATH DE number 834213