Hattendorff's Theorem: A Markov chain and counting process approach
From MaRDI portal
Publication:3809096
DOI10.1080/03461238.1988.10413845zbMath0659.62121OpenAlexW2091479235MaRDI QIDQ3809096
Publication date: 1988
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1988.10413845
life insurancegeneralization of Hattendorff's theoremterm and disability insurancetime- inhomogeneous Markov chain with a finite state spacezero mean martingales
Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42)
Related Items (11)
The retrospective premium reserve ⋮ Dynamics of state-wise prospective reserves in the presence of non-monotone information ⋮ Hattendorff's theorem and Thiele's differential equation generalized ⋮ Matrix representations of life insurance payments ⋮ Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory ⋮ The recursive calculation of the moments of the profit on a sickness insurance policy ⋮ Indicator Function and Hattendorff Theorem ⋮ Stochastic Models for Continuing Care Retirement Communities ⋮ The emergence of profit in life insurance ⋮ Multivariate higher order moments in multi-state life insurance ⋮ On the application of Thiele's differential equation in life insurance
Cites Work
This page was built for publication: Hattendorff's Theorem: A Markov chain and counting process approach
