Kolmogorov's forward PIDE and forward transition rates in life insurance
Year of publication: |
February-June 2017
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Authors: | Buchardt, Kristian |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 5, p. 377-394
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Subject: | Kolmogorov's differential equation | doubly stochastic Markov model | stochastic transition rate | forward transition rate | life insurance semi-Markov | Lebensversicherung | Life insurance | Theorie | Theory | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
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