Stochastic models for life contingencies

DOI10.1016/0167-6687(86)90034-XzbMath0601.62132MaRDI QIDQ1081269

I. van Hoek, Henk Wolthuis

Publication date: 1986

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(86)90034-x

zbMATH Keywords

Markov model; ruin theory; equivalence principle; review; multiple decrement theory; Hattendorff theorem; Hausdorff formula; individual risk theory; life contingencies

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

Related Items

Stochastic Models for Continuing Care Retirement Communities, The valuation of life contingencies: a symmetrical triangular fuzzy approximation, The recursive calculation of the moments of the profit on a sickness insurance policy, Ordering of risks in life insurance, Approximations for life annuity contracts in a stochastic financial environment, Hattendorff's theorem for a continuous-time Markov model

Cites Work

• Martingales in life insurance
• Bemerkungen zur Stochastik der Gemischten Versicherung
• Actuarial values of payment streams
• Stochastic Survival Models with Competing Risks and Covariates
• On the rank of the product of certain square matrices
• Markov Chain Models in Life Insurance
• Stochastische Betrachtungen über den Verlauf des Deckungskapitals bei der Lebensversicherung von Gruppen
• über das deterministische und das stochastische Modell der Versicherungsmathematik
• Maβtheoretische Ergänzungen zur Risikotheorie
• Ein wahrscheinlichkeitstheoretisches Modell der diskontinuierlichen Lebensversicherungsmathematik
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