Reserving under stochastic mortality
Martinez Jensen, Erik;
Reserving under stochastic mortality
Norway
- University of Oslo Norway
markov chains, fractional Ornstein-Uhlenbeck process, Thiele's ODE, Thiele's PDE, Itô calculus, fractional Brownian motion, stochastic analysis, insurance model in continuous time, stochastic mortality, implicit method, explicit method, probability theory, integration theory, numerical methods, reserving, pricing, Measure theory
markov chains, fractional Ornstein-Uhlenbeck process, Thiele's ODE, Thiele's PDE, Itô calculus, fractional Brownian motion, stochastic analysis, insurance model in continuous time, stochastic mortality, implicit method, explicit method, probability theory, integration theory, numerical methods, reserving, pricing, Measure theory
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selected citations
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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