The retrospective premium reserve
From MaRDI portal
Publication:2641056
DOI10.1016/0167-6687(90)90037-EzbMath0721.62105MaRDI QIDQ2641056
Publication date: 1990
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(90)90037-e
Markov chain; Thiele's differential equation; first- and second-order valuation basis; initial prospective premium reserves; retrospective reserves; surplus accumulation
62P05: Applications of statistics to actuarial sciences and financial mathematics
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