Hattendorff's theorem for a continuous-time Markov model (Q3780325): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1205681 |
Changed an Item |
||
| Property / author | |||
| Property / author: Henk Wolthuis / rank | |||
Normal rank | |||
Revision as of 06:19, 22 February 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
