Life insurance mathematics (The Markovian Model)
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Publication:3511291
zbMATH Open1140.91428MaRDI QIDQ3511291FDOQ3511291
Authors: Henk Wolthuis 
Publication date: 10 July 2008
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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)
Cited In (21)
- Discussion on: ``Matrix representations of life insurance payments
- Two approximations of the present value distribution of a disability annuity
- Markov models and Thiele's integral equations for the prospective reserve
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- Estimating the joint survival probabilities of married individuals
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- Title not available (Why is that?)
- A multiple state model for the analysis of permanent health insurance claims by cause of disability.
- A general shock model for modelling coupled lives and its application to life insurance
- Title not available (Why is that?)
- Title not available (Why is that?)
- Actuarial equivalence
- Sensitivity of life insurance reserves via Markov semigroups
- Actuarial modeling of life insurance using decrement models
- A dynamic bivariate common shock model with cumulative effect and its actuarial application
- A. A. Markov and life insurance
- An approach to the study of multistate insurance contracts
- A Markov process modeling and analysis of indifference pricing of insurance contracts for home reversion plan for a pair of insureds
- Semi-Markov disability insurance models
- Multistate models in health insurance
- Stochastic models in life insurance.
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