Reserves in Life and Pension Insurance

DOI10.1080/03461238.1991.10557357zbMath0759.62028MaRDI QIDQ4012743

Publication date: 27 September 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1991.10557357

zbMATH Keywords

conditional expectations; pension insurance; prospective reserve; Thiele's differential equation; retrospective reserves; continuous time Markov chain model; Kolmogorov backward and forward differential equations; life insurrance

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

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Cites Work