Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear reserving in life insurance: aggregation and mean-field approximation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear reserving in life insurance: aggregation and mean-field approximation |
scientific article |
Statements
Nonlinear reserving in life insurance: aggregation and mean-field approximation (English)
0 references
21 November 2016
0 references
backward stochastic differential equation
0 references
life insurance
0 references
multistate models
0 references
Markov process
0 references
mean field
0 references
surrender value
0 references
Thiele's equation
0 references
0 references
