Life insurance mathematics (The Markovian Model)

MaRDI QIDQ3511291zbMATH OpenFDO

Authors Henk Wolthuis

Publication date 10 July 2008

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Cited in

(21)

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• scientific article; zbMATH DE number 92243 (Why is no real title available?)
• Discussion on: ``Matrix representations of life insurance payments
• Two approximations of the present value distribution of a disability annuity
• Multistate models in health insurance
• A Markov process modeling and analysis of indifference pricing of insurance contracts for home reversion plan for a pair of insureds
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• An approach to the study of multistate insurance contracts
• A general shock model for modelling coupled lives and its application to life insurance
• A dynamic bivariate common shock model with cumulative effect and its actuarial application
• Markov models and Thiele's integral equations for the prospective reserve
• Sensitivity of life insurance reserves via Markov semigroups
• A. A. Markov and life insurance
• scientific article; zbMATH DE number 816365 (Why is no real title available?)
• Actuarial equivalence
• Semi-Markov disability insurance models
• A multiple state model for the analysis of permanent health insurance claims by cause of disability.
• scientific article; zbMATH DE number 3105711 (Why is no real title available?)
• Stochastic models in life insurance.
• Actuarial modeling of life insurance using decrement models

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