Dynamics of state-wise prospective reserves in the presence of non-monotone information
Marcus C. Christiansen, Christian Furrer
| Year of publication: |
2021
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|---|---|
| Authors: | Christiansen, Marcus C. ; Furrer, Christian |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 97.2021, p. 81-98
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| Subject: | Life insurance | Stochastic Thiele equations | Infinitesimal martingales | Marked point processes | Stochastic retirement | Stochastischer Prozess | Stochastic process | Theorie | Theory | Lebensversicherung | Martingal | Martingale | Altersgrenze | Retirement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012491966