Forward transition rates
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References listed on IDEAS
- Norberg, Ragnar, 2010. "Forward mortality and other vital rates -- Are they the way forward?," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 105-112, October.
- Unknown, 2005. "Forward," 2005 Conference: Slovenia in the EU - Challenges for Agriculture, Food Science and Rural Affairs, November 10-11, 2005, Moravske Toplice, Slovenia 183804, Slovenian Association of Agricultural Economists (DAES).
- Buchardt, Kristian, 2014. "Dependent interest and transition rates in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 167-179.
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- Marcus Christiansen & Andreas Niemeyer, 2015. "On the forward rate concept in multi-state life insurance," Finance and Stochastics, Springer, vol. 19(2), pages 295-327, April.
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Citations
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Cited by:
- Ahmad, Jamaal & Bladt, Mogens & Furrer, Christian, 2023. "Aggregate Markov models in life insurance: Properties and valuation," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 50-69.
- Christiansen, Marcus C. & Furrer, Christian, 2022. "Extension of as-if-Markov modeling to scaled payments," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 288-306.
- Christian Furrer, 2022. "Scaled insurance cash flows: representation and computation via change of measure techniques," Finance and Stochastics, Springer, vol. 26(2), pages 359-382, April.
- Theis Bathke & Marcus Christiansen, 2022. "Two-dimensional forward and backward transition rates," Papers 2204.12766, arXiv.org.
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