A time‐continuous markov chain interest model with applications to insurance (Q4940114): Difference between revisions
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| Property / DOI: 10.1002/asm.3150110306 / rank | |||
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| Property / cites work: Some remarks concerning stochastic interest rates in relation to long term insurance policies / rank | |||
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| Property / cites work: The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding / rank | |||
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Latest revision as of 15:24, 30 December 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)
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2 March 2000
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stochastic interest
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reserves
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differential equations
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