Modeling the effect of health: phase-type approach (Q487622): Difference between revisions

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+A generalization of Panjer's recursion and numerically stable risk aggregation
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+Q4738766
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+Introduction to Matrix Analytic Methods in Stochastic Modeling
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+A subordinated Markov model for stochastic mortality
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+Estimating International Adverse Selection in Annuities
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+The determinants of mortality heterogeneity and implications for pricing annuities
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