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

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Property / author: Christian Max Møller / rank
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Property / full work available at URL: https://doi.org/10.1080/03461238.1993.10413910 / rank
 
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Property / cites work: Q4151113 / rank
 
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Property / cites work: Q3696938 / rank
 
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Property / cites work: Point processes and queues. Martingale dynamics / rank
 
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Property / cites work: Q3878440 / rank
 
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Property / cites work: Hattendorff's theorem and Thiele's differential equation generalized / rank
 
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Property / cites work: Numerical evaluation of Markov transition probabilities based on the discretized product integral / rank
 
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Latest revision as of 10:40, 22 May 2024

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