Pages that link to "Item:Q1904998"

The following pages link to Differential equations for moments of present values in life insurance (Q1904998):

Displaying 15 items.

• Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
• Risk comparisons of premium rules: Optimality and a life insurance study (Q1413402) (← links)
• On probability distributions of present values in life insurance (Q1921981) (← links)
• Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory (Q1962827) (← links)
• Solving higher order nonlinear ordinary differential equations with least squares support vector machines (Q2190280) (← links)
• Efficient numerical approach for solving fractional partial differential equations with non-singular kernel derivatives (Q2201364) (← links)
• Matrix representations of life insurance payments (Q2209784) (← links)
• Multilayer perceptrons and radial basis function neural network methods for the solution of differential equations: a survey (Q2429022) (← links)
• Estimation of medical costs by copula models with dynamic change of health status (Q2445362) (← links)
• Integrating long-term care insurance purchase decisions with saving and investment for retirement (Q2463570) (← links)
• Estimation of parameters of the Makeham distribution using the least squares method (Q2479437) (← links)
• Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
• Two approximations of the present value distribution of a disability annuity (Q2571228) (← links)
• A high-order multi-resolution wavelet method for nonlinear systems of differential equations (Q6089637) (← links)
• Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518) (← links)