Nonlinear reserving and multiple contract modifications in life insurance (Q784434)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear reserving and multiple contract modifications in life insurance |
scientific article |
Statements
Nonlinear reserving and multiple contract modifications in life insurance (English)
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3 August 2020
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implicit options
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prospective reserve
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nonlinear semi-Markov chain
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backward SDEs
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Thiele equation
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