Hattendorff's theorem for a continuous-time Markov model (Q3780325): Difference between revisions
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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 |
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Hattendorff's theorem for a continuous-time Markov model (English)
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1987
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premium reserves
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Thiele's differential equation
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individual risk theory
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Hattendorff's theorem
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aggregate loss functions
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life policy
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single-year loss functions
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variance of the loss function
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squared discounted sum at risk
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discounted value of random losses
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