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

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Standard

Kolmogorov's forward PIDE and forward transition rates in life insurance. / Buchardt, Kristian.

I: Scandinavian Actuarial Journal, Bind 2017, Nr. 5, 2017, s. 377-394.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Buchardt, K 2017, 'Kolmogorov's forward PIDE and forward transition rates in life insurance', Scandinavian Actuarial Journal, bind 2017, nr. 5, s. 377-394. https://doi.org/10.1080/03461238.2016.1160255

APA

Buchardt, K. (2017). Kolmogorov's forward PIDE and forward transition rates in life insurance. Scandinavian Actuarial Journal, 2017(5), 377-394. https://doi.org/10.1080/03461238.2016.1160255

Vancouver

Buchardt K. Kolmogorov's forward PIDE and forward transition rates in life insurance. Scandinavian Actuarial Journal. 2017;2017(5):377-394. https://doi.org/10.1080/03461238.2016.1160255

Author

Buchardt, Kristian. / Kolmogorov's forward PIDE and forward transition rates in life insurance. I: Scandinavian Actuarial Journal. 2017 ; Bind 2017, Nr. 5. s. 377-394.

Bibtex

@article{afafe1aecbad41f2be4eff2efd010b44,
title = "Kolmogorov's forward PIDE and forward transition rates in life insurance",
keywords = "Kolmogorov's differential equation, doubly stochastic Markov model, stochastic transition rate, forward transition rate, life insurance, semi-Markov",
author = "Kristian Buchardt",
year = "2017",
doi = "10.1080/03461238.2016.1160255",
language = "English",
volume = "2017",
pages = "377--394",
journal = "Scandinavian Actuarial Journal",
issn = "0346-1238",
publisher = "Taylor & Francis Scandinavia",
number = "5",

}

RIS

TY - JOUR

T1 - Kolmogorov's forward PIDE and forward transition rates in life insurance

AU - Buchardt, Kristian

PY - 2017

Y1 - 2017

KW - Kolmogorov's differential equation

KW - doubly stochastic Markov model

KW - stochastic transition rate

KW - forward transition rate

KW - life insurance

KW - semi-Markov

U2 - 10.1080/03461238.2016.1160255

DO - 10.1080/03461238.2016.1160255

M3 - Journal article

VL - 2017

SP - 377

EP - 394

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

SN - 0346-1238

IS - 5

ER -

ID: 183123196