Lidstone in the continuous case

DOI10.1080/03461238.1985.10413775MaRDI QIDQ3696358zbMATH OpenOpenAlexFDO

Authors Ragnar Norberg

Publication date 1985

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10852/48065

zbMATH Keywords

continuous casegeneralized versionLidstone theorem

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Hattendorff's theorem and Thiele's differential equation generalized
• Differential equations for moments of present values in life insurance
• Markov models and Thiele's integral equations for the prospective reserve
• Reserve-dependent benefits and costs in life and health insurance contracts
• Thiele's differential equation with stochastic interest of diffusion type

Cites work

• Stochastic ordering of risk/insurance exchanges

Cited in

(6)

• On the application of Thiele's differential equation in life insurance
• Sensitivity of life insurance reserves via Markov semigroups
• Biometric worst-case scenarios for multi-state life insurance policies
• On technical bases and surplus in life insurance
• A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
• A sensitivity analysis of typical life insurance contracts with respect to the technical basis

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