On the forward rate concept in multi-state life insurance

DOI10.1007/s00780-014-0244-9zbMath1311.60087OpenAlexW2024335463MaRDI QIDQ2339120

Andreas Niemeyer, Marcus C. Christiansen

Publication date: 30 March 2015

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-014-0244-9

zbMATH Keywords

diffusion processesmoment estimatesmulti-state life insuranceforward mortality rate

Mathematics Subject Classification ID

Related Items (3)

Kolmogorov’s forward PIDE and forward transition rates in life insurance ⋮ Modeling the Risk in Mortality Projections ⋮ Forward transition rates

Cites Work

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