Thiele's differential equation with stochastic interest of diffusion type (Q4881685)
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scientific article; zbMATH DE number 887311
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Thiele's differential equation with stochastic interest of diffusion type |
scientific article; zbMATH DE number 887311 |
Statements
Thiele's differential equation with stochastic interest of diffusion type (English)
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11 June 1996
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reserves
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stochastic discounting
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Thiele's differential equation
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counting process driven payments
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diffusion driven stochastic interest
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life insurance
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0.9079432487487792
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0.8869865536689758
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0.8814594149589539
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0.8526894450187683
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