The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting
In this thesis we inspect the prospective reserve of a life insurance contract. The objective is to generalize the concepts from the Markovian framework into the non-Markovian setting. A Markov process has independent increments which is not assumed for pure jump processes. The changes of the state...
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| Muut tekijät: | , , , , , |
| Aineistotyyppi: | Pro gradu |
| Kieli: | eng |
| Julkaistu: |
2022
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| Aiheet: | |
| Linkit: | https://jyx.jyu.fi/handle/123456789/83411 |