Kolmogorov's forward PIDE and forward transition rates in life insurance
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| 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