Kolmogorov's forward PIDE and forward transition rates in life insurance

Kristian Buchardt

2 Citations (Scopus)
Original languageEnglish
JournalScandinavian Actuarial Journal
Volume2017
Issue number5
Pages (from-to)377-394
ISSN0346-1238
DOIs
Publication statusPublished - 28 May 2017

Keywords

  • Kolmogorov's differential equation
  • doubly stochastic Markov model
  • stochastic transition rate
  • forward transition rate
  • life insurance
  • semi-Markov

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