Stochastic mortality under measure changes
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Publication:3103210
DOI10.1080/03461230903331634zbMath1226.91022OpenAlexW2117842649MaRDI QIDQ3103210
Pierre Devolder, Enrico Biffis, Michel M. Denuit
Publication date: 26 November 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230903331634
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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