Differential equations for moments of present values in life insurance
- 31 October 1995
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 17 (2) , 171-180
- https://doi.org/10.1016/0167-6687(95)00019-o
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A time-continuous markov chain interest model with applications to insuranceApplied Stochastic Models and Data Analysis, 1995
- Hattendorff's theorem and Thiele's differential equation generalizedScandinavian Actuarial Journal, 1992
- Reserves in Life and Pension InsuranceScandinavian Actuarial Journal, 1991
- Actuarial values of payment streamsScandinavian Actuarial Journal, 1978