Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear reserving in life insurance: aggregation and mean-field approximation |
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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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