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Markov chain
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Scandinavian actuarial journal
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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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Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
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