Title of article
On probability distributions of present values in life insurance
Author/Authors
Hesselager، نويسنده , , Ole and Norberg، نويسنده , , Ragnar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
8
From page
35
To page
42
Abstract
A system of integral equations is obtained for the statewise probability distributions of the present value of future payments on a multistate life insurance policy under Markov assumptions. They are brought on a differential form convenient for computation and applied to some cases.
Keywords
Markov counting process , differential equations , Multistate life insurance
Journal title
Insurance Mathematics and Economics
Serial Year
1996
Journal title
Insurance Mathematics and Economics
Record number
1541196
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