Markov models and Thiele's integral equations for the prospective reserve

Insurance: Mathematics and Economics

Volumn 19, Issue 3, 1997, Pages 187-235

  Milbrodt, Hartmut ^a   Stracke, Andrea ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Actuarial payment function; Backward equations; Markov jump process; Theorem of Cantelli; Thiele's integral equations

Indexed keywords

EID: 0031142822     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00020-6     Document Type: Article

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