A stochastic version of Thiele's differential equation (Q3142171): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461238.1993.10413910 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2019197114 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q115297968 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4151113 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3696938 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes and queues. Martingale dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3878440 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hattendorff's theorem and Thiele's differential equation generalized / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical evaluation of Markov transition probabilities based on the discretized product integral / rank
 
Normal rank

Latest revision as of 10:40, 22 May 2024

scientific article
Language Label Description Also known as
English
A stochastic version of Thiele's differential equation
scientific article

    Statements

    A stochastic version of Thiele's differential equation (English)
    0 references
    12 December 1993
    0 references
    martingale representations
    0 references
    Thiele's differential equation
    0 references
    life insurance
    0 references
    stochastic differential equation
    0 references
    point process
    0 references
    semi-Markov model
    0 references
    numerical example
    0 references

    Identifiers