On the calculation of prospective and retrospective reserves in non-Markov models
Year of publication: |
2021
|
---|---|
Authors: | Christiansen, Marcus C. |
Published in: |
European Actuarial Journal. - Berlin, Heidelberg : Springer, ISSN 2190-9741. - Vol. 11.2021, 2, p. 441-462
|
Publisher: |
Berlin, Heidelberg : Springer |
Subject: | Life and health insurance | Semi-Markov model | Kolmogorov forward equation | Landmark Aalen–Nelson estimator | Landmark Aalen–Johansen estimator |
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