Hattendorff's theorem and Thiele's differential equation generalized (Q4025272)

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Hattendorff's theorem and Thiele's differential equation generalized
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    Hattendorff's theorem and Thiele's differential equation generalized (English)
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    18 February 1993
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    Hattendorff's theorem
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    payment streams
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    martingales
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    optional sampling
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    life insurance
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    continuous time Markov chain model
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    stochastic Thiele's differential equation
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    counting process
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