Thiele's differential equation with stochastic interest of diffusion type (Q4881685): Difference between revisions

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+Christian Max Møller
@@ Property / author: Christian Max Møller / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.1996.10413961
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+W2138493734
@@ Property / OpenAlex ID: W2138493734 / rank @@
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@@ Property / cites work @@
+Lectures on the use of control theory in insurance
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@@ Property / cites work @@
+Pricing equity-linked life insurance with endogenous minimum guarantees
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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@@ Property / cites work @@
+A stochastic version of Thiele's differential equation
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@@ Property / cites work @@
+Reserves in Life and Pension Insurance
@@ Property / cites work: Reserves in Life and Pension Insurance / rank @@
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@@ Property / cites work @@
+Hattendorff's theorem and Thiele's differential equation generalized
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+Some remarks concerning stochastic interest rates in relation to long term insurance policies
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@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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