Kolmogorov's forward PIDE and forward transition rates in life insurance
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Scandinavian Actuarial Journal |
Volume | 2017 |
Issue number | 5 |
Pages (from-to) | 377-394 |
ISSN | 0346-1238 |
DOIs | |
Publication status | Published - 2017 |
- Kolmogorov's differential equation, doubly stochastic Markov model, stochastic transition rate, forward transition rate, life insurance, semi-Markov
Research areas
ID: 183123196