Hattendorff's theorem and Thiele's differential equation generalized (Q4025272)
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English | Hattendorff's theorem and Thiele's differential equation generalized |
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Hattendorff's theorem and Thiele's differential equation generalized (English)
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18 February 1993
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Hattendorff's theorem
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payment streams
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martingales
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optional sampling
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life insurance
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continuous time Markov chain model
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stochastic Thiele's differential equation
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counting process
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