On the application of Thiele's differential equation in life insurance
DOI10.1016/0167-6687(93)90536-XzbMath0789.62088WikidataQ115363817 ScholiaQ115363817MaRDI QIDQ1318552
Publication date: 16 June 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Markov chain model; Thiele's differential equation; life contingencies; counting process approach; accumulation of surplus; alterations in technical bases; expected actual development of the mathematical reserve; insurance technical development of closed insurance portfolios; margins of safety; security aspects
62P05: Applications of statistics to actuarial sciences and financial mathematics
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Related Items
Cites Work
- The emergence of profit in life insurance
- Über den Einfluß von Änderungen der Rechnungsgrundlagen auf Prämien und Prämienreserven
- Über die wechselseitige Abhängigkeit von Prämien, Reserven und Rechnungsgrundlagen
- Lidstone in the continuous case
- Hattendorff's Theorem: A Markov chain and counting process approach
- Markov Chain Models in Life Insurance
- Unnamed Item
- Unnamed Item
- Unnamed Item