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Scandinavian Actuarial Journal Volume 1987, 1987 - Issue 3-4
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Original Articles

Hattendorff's theorem for a continuous-time Markov model

Henk Wolthuis Faculty of Actuarial Science and Econometrics, University of Amsterdam, Jodenbreestraat 23, 1011 NH, Amsterdam, Netherlands
Pages 157-175 | Received 01 Jun 1986, Published online: 22 Dec 2011

Citations (9)

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Read on this site (3)

HansU. Gerber, BartholomewP.K. Leung & EliasS.W. Shiu. (2003) Indicator Function and Hattendorff Theorem. North American Actuarial Journal 7:1, pages 38-47.
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Ragnar Norberg. (1992) Hattendorff's theorem and Thiele's differential equation generalized. Scandinavian Actuarial Journal 1992:1, pages 2-14.
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Henrik Ramlau-Hansen. (1988) Hattendorff's Theorem: A Markov chain and counting process approach. Scandinavian Actuarial Journal 1988:1-3, pages 143-156.
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Articles from other publishers (6)

Nathan Ritchey & Rajeev Rajaram. (2022) Numerical Solutions of the Hattendorff Differential Equation for Multi-State Markov Insurance Models. AppliedMath 2:1, pages 118-130.
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Rajeev Rajaram & Nathan Ritchey. (2021) Hattendorff Differential Equation for Multi-State Markov Insurance Models. Risks 9:9, pages 169.
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Angus S. Macdonald. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Angus S. Macdonald. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
Hartmut Milbrodt. (1999) Hattendorff’s theorem for non-smooth continuous-time Markov models I: Theory. Insurance: Mathematics and Economics 25:2, pages 181-195.
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Tomasz Rolski, Hanspeter Schmidli, Volker Schmidt & Jozef Teugels. 1999. Stochastic Processes for Insurance & Finance. Stochastic Processes for Insurance & Finance 617 638 .

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