Indicator Function and Hattendorff Theorem

DOI10.1080/10920277.2003.10596075MaRDI QIDQ5715903zbMATH OpenOpenAlexFDO

Authors H. U. Gerber, E. S. W. Shiu, Bartholomew Leung

Publication date 5 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2003.10596075

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14
• Hattendorff's theorem and Thiele's differential equation generalized
• Hattendorff's theorem for a continuous-time Markov model
• Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
• Hattendorff's theorem for non-smooth continuous-time Markov models. II: Application
• Hattendorff's Theorem: A Markov chain and counting process approach
• scientific article; zbMATH DE number 1001734 (Why is no real title available?)
• scientific article; zbMATH DE number 3165828 (Why is no real title available?)
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• Martingales in life insurance
• Two Notes on Notation

Cited in

(2)

• Biometric solvency risk for portfolios of general life contracts. I. the single-life multiple decrement case
• An elementary derivation of Hattendorff's theorem

Describes a project that uses

Uses Software

• APL

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