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author Simola, Tapani
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
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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spellingShingle 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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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
url https://jyx.jyu.fi/handle/123456789/83411 http://www.urn.fi/URN:NBN:fi:jyu-202210034763
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