Stochastic models for life contingencies (Q1081269)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic models for life contingencies |
scientific article |
Statements
Stochastic models for life contingencies (English)
0 references
1986
0 references
This review gives a survey of the traditional field of individual risk theory in relation to the more recent stochastic models for life contingencies. The stochastic approach on the basis of loss functions is extended to the Markov model, of which multiple decrement theory is a special case.
0 references
Hausdorff formula
0 references
Hattendorff theorem
0 references
ruin theory
0 references
equivalence principle
0 references
review
0 references
individual risk theory
0 references
life contingencies
0 references
Markov model
0 references
multiple decrement theory
0 references
