Nonlinear reserving in life insurance : aggregation and mean-field approximation
Boualem Djehiche, Björn Löfdahl
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Djehiche, Boualem ; Löfdahl, Björn |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 1-13
|
| Subject: | Backward stochastic differential equation | Life insurance | Multistate models | Markov process | Mean-field | Surrender value | Thiele's equation | Lebensversicherung | Theorie | Theory | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530874