Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953)
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scientific article; zbMATH DE number 6654893
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| default for all languages | No label defined |
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| English | Nonlinear reserving in life insurance: aggregation and mean-field approximation |
scientific article; zbMATH DE number 6654893 |
Statements
Nonlinear reserving in life insurance: aggregation and mean-field approximation (English)
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21 November 2016
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backward stochastic differential equation
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life insurance
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multistate models
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Markov process
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mean field
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surrender value
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Thiele's equation
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0.9029838
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0.8700017
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0.86952406
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0.8618825
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0.8600764
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0.8595534
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0.8558605
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0.85413325
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