Pages that link to "Item:Q4012743"

The following pages link to Reserves in Life and Pension Insurance (Q4012743):

Displaying 41 items.

• Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
• Some remarks on actuarial payment functions (Q689577) (← links)
• Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
• A generic model for spouse's pensions with a view towards the calculation of liabilities (Q896763) (← links)
• Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899) (← links)
• Actuarial equivalence (Q1892990) (← links)
• Differential equations for moments of present values in life insurance (Q1904998) (← links)
• Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory (Q1962827) (← links)
• On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
• Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
• Matrix representations of life insurance payments (Q2209784) (← links)
• Forward transition rates (Q2274227) (← links)
• Experience rating in the classic Markov chain life insurance setting (Q2323664) (← links)
• The policyholder's static and dynamic decision making of life insurance and pension payments (Q2511471) (← links)
• Reserve-dependent benefits and costs in life and health insurance contracts (Q2513450) (← links)
• Dynamics of state-wise prospective reserves in the presence of non-monotone information (Q2657019) (← links)
• Surplus-linked life insurance (Q3440843) (← links)
• Hattendorff's theorem and Thiele's differential equation generalized (Q4025272) (← links)
• Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview (Q4558892) (← links)
• Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
• Reserves and cash flows under stochastic retirement (Q4575382) (← links)
• Integral and differential equations for the moments of multistate models in health insurance (Q4575449) (← links)
• Kolmogorov’s forward PIDE and forward transition rates in life insurance (Q4575472) (← links)
• Cash flows and policyholder behaviour in the semi-Markov life insurance setup (Q4576920) (← links)
• Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
• Retrospective reserves and bonus (Q4959361) (← links)
• Cash flow techniques for asset liability management (Q4959770) (← links)
• COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE (Q5067893) (← links)
• Fractional inhomogeneous multi-state models in life insurance (Q5106336) (← links)
• Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
• Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← links)
• Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles (Q5379203) (← links)
• Stochastic Analysis of the Interaction Between Investment and Insurance Risks (Q5718254) (← links)
• Multivariate higher order moments in multi-state life insurance (Q5865320) (← links)
• Reserve-dependent Management Actions in life insurance (Q5878639) (← links)
• A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)
• Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
• Aggregate Markov models in life insurance: properties and valuation (Q6193113) (← links)
• Estimating absorption time distributions of general Markov jump processes (Q6196798) (← links)
• Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518) (← links)