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life insurance
insurance contracts
insurance
insurance mathematics
risks
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http://www.yso.fi/onto/yso/p3103
http://www.yso.fi/onto/yso/p20344
http://www.yso.fi/onto/yso/p2956
http://www.yso.fi/onto/yso/p14036
http://www.yso.fi/onto/yso/p11099
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author |
Simola, Tapani
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author2 |
Matemaattis-luonnontieteellinen tiedekunta
Faculty of Sciences
Matematiikan ja tilastotieteen laitos
Department of Mathematics and Statistics
Jyväskylän yliopisto
University of Jyväskylä
Stokastiikka ja todennäköisyysteoria
Stochastics and Probability
4041
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author_facet |
Simola, Tapani
Matemaattis-luonnontieteellinen tiedekunta
Faculty of Sciences
Matematiikan ja tilastotieteen laitos
Department of Mathematics and Statistics
Jyväskylän yliopisto
University of Jyväskylä
Stokastiikka ja todennäköisyysteoria
Stochastics and Probability
4041
Simola, Tapani
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Simola, Tapani
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Jyväskylän yliopisto
JYX-julkaisuarkisto
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Matematiikan ja tilastotieteen laitos
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Simola, Tapani
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
jump process
prospective reserve
BSDE
martingale representation
ito isometry
explicit intensity
matematiikka
henkivakuutus
vakuutussopimukset
vakuutusmatematiikka
vakuutus
prosessit
mathematics
life insurance
insurance contracts
insurance mathematics
insurance
processes
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Matematiikka
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https://jyu.finna.fi/Cover/Show?source=Solr&id=jyx.123456789_83411&index=0&size=large
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title |
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
|
title_full |
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
|
title_fullStr |
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
|
title_full_unstemmed |
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
|
title_short |
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
|
title_sort |
prospective reserve of a life insurance contract with modifications in a non markovian setting
|
title_txtP |
The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
|
topic |
jump process
prospective reserve
BSDE
martingale representation
ito isometry
explicit intensity
matematiikka
henkivakuutus
vakuutussopimukset
vakuutusmatematiikka
vakuutus
prosessit
mathematics
life insurance
insurance contracts
insurance mathematics
insurance
processes
|
topic_facet |
BSDE
explicit intensity
henkivakuutus
insurance
insurance contracts
insurance mathematics
ito isometry
jump process
life insurance
martingale representation
matematiikka
mathematics
processes
prosessit
prospective reserve
vakuutus
vakuutusmatematiikka
vakuutussopimukset
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url |
https://jyx.jyu.fi/handle/123456789/83411
http://www.urn.fi/URN:NBN:fi:jyu-202210034763
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AT simolatapani prospectivereserveofalifeinsurancecontractwithmodificationsinanonmarkoviansetting
AT simolatapani theprospectivereserveofalifeinsurancecontractwithmodificationsinanonmarkoviansettin
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