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Backward SDEs 1 Contract 1 Implicit options 1 Lebensversicherung 1 Life insurance 1 Markov chain 1 Markov-Kette 1 Nichtlineare Regression 1 Nonlinear regression 1 Nonlinear semi-Markov chain 1 Prospective reserve 1 Theorie 1 Theory 1 Thiele equation 1 Vertrag 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Christiansen, Marcus C. 1 Djehiche, Boualem 1
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Insurance / Mathematics & economics 1
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Nonlinear reserving and multiple contract modifications in life insurance
Christiansen, Marcus C.; Djehiche, Boualem - In: Insurance / Mathematics & economics 93 (2020), pp. 187-195
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