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~isPartOf:"Scandinavian actuarial journal"
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Galtchouk-Kunita-Watanabe decomposition
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Incomplete market
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Kolmogorov's differential equation
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Lebensversicherung
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claims reserves
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forward transition rate
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incomplete market
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intrinsic value process
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life insurance semi-Markov
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Buchardt, Kristian
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Scandinavian actuarial journal
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Risks : open access journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Finance and stochastics
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Insurance: Mathematics and Economics
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ECONIS (ZBW)
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Kolmogorov's forward PIDE and forward transition rates in life insurance
Buchardt, Kristian
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 377-394
Persistent link: https://www.econbiz.de/10011772190
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2
Transaction time models in multi-state life insurance
Buchardt, Kristian
;
Furrer, Christian
;
Lunding …
- In:
Scandinavian actuarial journal
2023
(
2023
)
10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10014384032
Saved in:
3
Tax- and expense-modified risk-minimization for insurance payment processes
Buchardt, Kristian
;
Furrer, Christian
;
Møller, Thomas
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 934-961
Persistent link: https://www.econbiz.de/10012313749
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