A time‐continuous markov chain interest model with applications to insurance (Q4940114): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asm.3150110306 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2016893620 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Some remarks concerning stochastic interest rates in relation to long term insurance policies / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding / rank | |||
Normal rank | |||
Latest revision as of 12:08, 29 May 2024
scientific article; zbMATH DE number 1409646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time‐continuous markov chain interest model with applications to insurance |
scientific article; zbMATH DE number 1409646 |
Statements
A time‐continuous markov chain interest model with applications to insurance (English)
0 references
2 March 2000
0 references
stochastic interest
0 references
reserves
0 references
differential equations
0 references
