Hattendorff's theorem for a continuous-time Markov model (Q3780325): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1205681 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Henk Wolthuis / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.1987.10413825 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2006022136 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3868650 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Martingales in life insurance / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic models for life contingencies / rank | |||
Normal rank | |||
Latest revision as of 15:29, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hattendorff's theorem for a continuous-time Markov model |
scientific article |
Statements
Hattendorff's theorem for a continuous-time Markov model (English)
0 references
1987
0 references
premium reserves
0 references
Thiele's differential equation
0 references
individual risk theory
0 references
Hattendorff's theorem
0 references
aggregate loss functions
0 references
life policy
0 references
single-year loss functions
0 references
variance of the loss function
0 references
squared discounted sum at risk
0 references
discounted value of random losses
0 references
