Prospective and retrospective premium reserves (Q4012964)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prospective and retrospective premium reserves |
scientific article |
Statements
Prospective and retrospective premium reserves (English)
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27 September 1992
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life assurance
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Thiele differential equation
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conditional expectations
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combination of payment functions and discount functions
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definitions of retrospective premium reserves
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multi-state life policy
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continuous time Markov chain model
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arbitrary time intervals
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