Matches in SemOpenAlex for { <https://semopenalex.org/work/W2064135049> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W2064135049 endingPage "235" @default.
- W2064135049 startingPage "187" @default.
- W2064135049 abstract "Extending previous work of Hoem (1968, 1969) and Norberg (1990, 1991), a mathematical framework for the insurance of persons is proposed, which jointly comprises the “discrete method” and the “continuous method” of insurance mathematics as well as intermediate cases. Our main tool for modelling the policy development is the theory of Markov jump processes based on cumulative transition intensities, as developed by Jacobsen (1972) and Gill and Johansen (1990), which is reviewed here to some extent. Within this set-up, generalizations of Hoem's and Norberg's version of Thiele's differential equations for the prospective reserve are derived. These integral equations turn out to be equivalent to the backward integral equations connecting the transition matrix to the cumulative transition intensity matrix of a Markov jump process. The uniqueness of their solution is established. Applications given include general recursion formulae for the prospective reserve, a generalization of Cantelli's theorem and premium calculation in pension insurance with pension age chosen by the insured." @default.
- W2064135049 created "2016-06-24" @default.
- W2064135049 creator A5000056039 @default.
- W2064135049 creator A5054865301 @default.
- W2064135049 date "1997-05-01" @default.
- W2064135049 modified "2023-10-14" @default.
- W2064135049 title "Markov models and Thiele's integral equations for the prospective reserve" @default.
- W2064135049 cites W1488635295 @default.
- W2064135049 cites W1966253553 @default.
- W2064135049 cites W1974524174 @default.
- W2064135049 cites W1976996435 @default.
- W2064135049 cites W2012810592 @default.
- W2064135049 cites W2016893620 @default.
- W2064135049 cites W2019197114 @default.
- W2064135049 cites W2034151545 @default.
- W2064135049 cites W2068764135 @default.
- W2064135049 cites W2072279802 @default.
- W2064135049 cites W2072842951 @default.
- W2064135049 cites W2133251683 @default.
- W2064135049 cites W2138493734 @default.
- W2064135049 doi "https://doi.org/10.1016/s0167-6687(97)00020-6" @default.
- W2064135049 hasPublicationYear "1997" @default.
- W2064135049 type Work @default.
- W2064135049 sameAs 2064135049 @default.
- W2064135049 citedByCount "23" @default.
- W2064135049 countsByYear W20641350492012 @default.
- W2064135049 countsByYear W20641350492013 @default.
- W2064135049 countsByYear W20641350492014 @default.
- W2064135049 countsByYear W20641350492016 @default.
- W2064135049 countsByYear W20641350492019 @default.
- W2064135049 countsByYear W20641350492020 @default.
- W2064135049 countsByYear W20641350492021 @default.
- W2064135049 countsByYear W20641350492022 @default.
- W2064135049 countsByYear W20641350492023 @default.
- W2064135049 crossrefType "journal-article" @default.
- W2064135049 hasAuthorship W2064135049A5000056039 @default.
- W2064135049 hasAuthorship W2064135049A5054865301 @default.
- W2064135049 hasConcept C105795698 @default.
- W2064135049 hasConcept C11413529 @default.
- W2064135049 hasConcept C121332964 @default.
- W2064135049 hasConcept C134306372 @default.
- W2064135049 hasConcept C144237770 @default.
- W2064135049 hasConcept C159886148 @default.
- W2064135049 hasConcept C168773036 @default.
- W2064135049 hasConcept C177148314 @default.
- W2064135049 hasConcept C2777021972 @default.
- W2064135049 hasConcept C2780695682 @default.
- W2064135049 hasConcept C28826006 @default.
- W2064135049 hasConcept C33923547 @default.
- W2064135049 hasConcept C62520636 @default.
- W2064135049 hasConcept C98763669 @default.
- W2064135049 hasConceptScore W2064135049C105795698 @default.
- W2064135049 hasConceptScore W2064135049C11413529 @default.
- W2064135049 hasConceptScore W2064135049C121332964 @default.
- W2064135049 hasConceptScore W2064135049C134306372 @default.
- W2064135049 hasConceptScore W2064135049C144237770 @default.
- W2064135049 hasConceptScore W2064135049C159886148 @default.
- W2064135049 hasConceptScore W2064135049C168773036 @default.
- W2064135049 hasConceptScore W2064135049C177148314 @default.
- W2064135049 hasConceptScore W2064135049C2777021972 @default.
- W2064135049 hasConceptScore W2064135049C2780695682 @default.
- W2064135049 hasConceptScore W2064135049C28826006 @default.
- W2064135049 hasConceptScore W2064135049C33923547 @default.
- W2064135049 hasConceptScore W2064135049C62520636 @default.
- W2064135049 hasConceptScore W2064135049C98763669 @default.
- W2064135049 hasIssue "3" @default.
- W2064135049 hasLocation W20641350491 @default.
- W2064135049 hasOpenAccess W2064135049 @default.
- W2064135049 hasPrimaryLocation W20641350491 @default.
- W2064135049 hasRelatedWork W1541249122 @default.
- W2064135049 hasRelatedWork W2113019827 @default.
- W2064135049 hasRelatedWork W2129818458 @default.
- W2064135049 hasRelatedWork W2367222340 @default.
- W2064135049 hasRelatedWork W2379651310 @default.
- W2064135049 hasRelatedWork W2949403936 @default.
- W2064135049 hasRelatedWork W2952139525 @default.
- W2064135049 hasRelatedWork W3023806604 @default.
- W2064135049 hasRelatedWork W4301247218 @default.
- W2064135049 hasRelatedWork W571281153 @default.
- W2064135049 hasVolume "19" @default.
- W2064135049 isParatext "false" @default.
- W2064135049 isRetracted "false" @default.
- W2064135049 magId "2064135049" @default.
- W2064135049 workType "article" @default.