scientific article; zbMATH DE number 4042996
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Publication:3780225
zbMATH Open0639.60081MaRDI QIDQ3780225FDOQ3780225
Authors: Søren Johansen 
Publication date: 1986
Title of this publication is not available (Why is that?)
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- Markov models and Thiele's integral equations for the prospective reserve
- A survey of product-integration with a view toward application in survival analysis
- Aggregate Markov models in life insurance: estimation via the EM algorithm
- Perturbation analysis of inhomogeneous finite Markov chains
- Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
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- Matrix representations of life insurance payments
- Markov processes with product-form stationary distribution
- Estimating absorption time distributions of general Markov jump processes
- The cross product and the three-point transition functions
- Multiplicative stochastic processes involving the time derivative of a Markov process
- Numerical evaluation of Markov transition probabilities based on the discretized product integral
- Skorohod integral of a product of two stochastic processes
- Multivariate higher order moments in multi-state life insurance
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