Dynamics of state-wise prospective reserves in the presence of non-monotone information (Q2657019): Difference between revisions

@@ Property / cites work @@
+Nonparametric inference for a family of counting processes
+Normal rank
@@ Property / cites work @@
+Integral and differential equations for the moments of multistate models in health insurance
+Normal rank
@@ Property / cites work @@
+Matrix representations of life insurance payments
@@ Property / cites work: Matrix representations of life insurance payments / rank @@
+Normal rank
@@ Property / cites work @@
+Cash flows and policyholder behaviour in the semi-Markov life insurance setup
+Normal rank
@@ Property / cites work @@
+A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
+Normal rank
@@ Property / cites work @@
+A sensitivity analysis of typical life insurance contracts with respect to the technical basis
+Normal rank
@@ Property / cites work @@
+Nonlinear reserving and multiple contract modifications in life insurance
+Normal rank
@@ Property / cites work @@
+SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and comparisons for BSDEs in general spaces
+Normal rank
@@ Property / cites work @@
+Nonlinear reserving in life insurance: aggregation and mean-field approximation
+Normal rank
@@ Property / cites work @@
+Markov Chain Models in Life Insurance
@@ Property / cites work: Markov Chain Models in Life Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378427
@@ Property / cites work: Q3378427 / rank @@
+Normal rank
@@ Property / cites work @@
+A partial internal model for longevity risk
@@ Property / cites work: A partial internal model for longevity risk / rank @@
+Normal rank
@@ Property / cites work @@
+On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
+Normal rank
@@ Property / cites work @@
+On the application of Thiele's differential equation in life insurance
+Normal rank
@@ Property / cites work @@
+Markov models and Thiele's integral equations for the prospective reserve
+Normal rank
@@ Property / cites work @@
+A stochastic version of Thiele's differential equation
+Normal rank
@@ Property / cites work @@
+Reserves in Life and Pension Insurance
@@ Property / cites work: Reserves in Life and Pension Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Hattendorff's theorem and Thiele's differential equation generalized
+Normal rank
@@ Property / cites work @@
+Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14
+Normal rank
@@ Property / cites work @@
+A theory of bonus life insurance
@@ Property / cites work: A theory of bonus life insurance / rank @@
+Normal rank
@@ Property / cites work @@
+On Bonus and Bonus Prognoses in Life Insurance
@@ Property / cites work: On Bonus and Bonus Prognoses in Life Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Hattendorff's Theorem: A Markov chain and counting process approach
+Normal rank
@@ Property / cites work @@
+The emergence of profit in life insurance
@@ Property / cites work: The emergence of profit in life insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Functions of Semi-Markov Processes
@@ Property / cites work: Functions of Semi-Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A no arbitrage approach to Thiele's differential equation
+Normal rank