Stochastic models for life contingencies (Q1081269): Difference between revisions

This review gives a survey of the traditional field of individual risk theory in relation to the more recent stochastic models for life contingencies. The stochastic approach on the basis of loss functions is extended to the Markov model, of which multiple decrement theory is a special case.

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Mathematics Subject Classification ID

62P05

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zbMATH DE Number

3969970

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zbMATH Keywords

Hausdorff formula

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Hattendorff theorem

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ruin theory

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equivalence principle

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review

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individual risk theory

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life contingencies

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Markov model

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multiple decrement theory

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic Survival Models with Competing Risks and Covariates

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Maβtheoretische Ergänzungen zur Risikotheorie

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Markov Chain Models in Life Insurance

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Actuarial values of payment streams

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Stochastische Betrachtungen über den Verlauf des Deckungskapitals bei der Lebensversicherung von Gruppen

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Bemerkungen zur Stochastik der Gemischten Versicherung

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Q5784711

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On the rank of the product of certain square matrices

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Q4403557

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über das deterministische und das stochastische Modell der Versicherungsmathematik

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Ein wahrscheinlichkeitstheoretisches Modell der diskontinuierlichen Lebensversicherungsmathematik

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Q5845008

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Q5772934

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Martingales in life insurance

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full work available at URL

https://doi.org/10.1016/0167-6687(86)90034-x

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OpenAlex ID

W2059126548

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Sitelinks

Mathematics(1 entry)

mardi Publication:1081269

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+Markov Chain Models in Life Insurance
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+Normal rank
@@ Property / cites work @@
+Actuarial values of payment streams
@@ Property / cites work: Actuarial values of payment streams / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastische Betrachtungen über den Verlauf des Deckungskapitals bei der Lebensversicherung von Gruppen
+Normal rank
@@ Property / cites work @@
+Bemerkungen zur Stochastik der Gemischten Versicherung
+Normal rank
@@ Property / cites work @@
+Q5784711
@@ Property / cites work: Q5784711 / rank @@
+Normal rank
@@ Property / cites work @@
+On the rank of the product of certain square matrices
+Normal rank
@@ Property / cites work @@
+Q4403557
@@ Property / cites work: Q4403557 / rank @@
+Normal rank
@@ Property / cites work @@
+über das deterministische und das stochastische Modell der Versicherungsmathematik
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@@ Property / cites work @@
+Ein wahrscheinlichkeitstheoretisches Modell der diskontinuierlichen Lebensversicherungsmathematik
+Normal rank
@@ Property / cites work @@
+Q5845008
@@ Property / cites work: Q5845008 / rank @@
+Normal rank
@@ Property / cites work @@
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