Pages that link to "Item:Q4940114"

The following pages link to A time‐continuous markov chain interest model with applications to insurance (Q4940114):

Displaying 23 items.

• A class of life insurance reserve model and risk analysis in a stochastic interest rate environment (Q351999) (← links)
• Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
• Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
• Insuring wind energy production (Q1620260) (← links)
• Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
• Differential equations for moments of present values in life insurance (Q1904998) (← links)
• On probability distributions of present values in life insurance (Q1921981) (← links)
• On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• A semi-Markov modulated interest rate model (Q2637384) (← links)
• On Bonus and Bonus Prognoses in Life Insurance (Q2759550) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• (Q4488927) (← links)
• A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
• COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE (Q5067893) (← links)
• A multivariate Markov chain stock model (Q5117673) (← links)
• Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← links)
• Multivariate higher order moments in multi-state life insurance (Q5865320) (← links)
• A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)
• Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518) (← links)