Lidstone in the continuous case
From MaRDI portal
Publication:3696358
DOI10.1080/03461238.1985.10413775zbMath0576.62099OpenAlexW1976853322MaRDI QIDQ3696358
Publication date: 1985
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/48065
Related Items
Sensitivity of life insurance reserves via Markov semigroups ⋮ Biometric worst-case scenarios for multi-state life insurance policies ⋮ A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension ⋮ A sensitivity analysis of typical life insurance contracts with respect to the technical basis ⋮ On the application of Thiele's differential equation in life insurance
Cites Work