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North American Actuarial Journal Volume 7, 2003 - Issue 1
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Original Articles

Indicator Function and Hattendorff Theorem

Hans U. Gerber A.S.A., Ph.D. Actuarial Science, Ecole des H.E.C., Université de Lausanne, CH-1015 Lausanne, Switzerland
,
Bartholomew P.K. Leung Ph.D. Department of Applied Mathematics, Hong Kong Polytechnic University, Hung Hom, Hong Kong
&
Elias S.W. Shiu A.S.A., Ph.D. Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, 52242-1409; Actuarial Science, Department of Applied Mathematics, Hong Kong Polytechnic University, Hung Hom, Hong Kong
Pages 38-47 | Published online: 03 Jan 2013

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Werner Hürlimann. (2010) Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case. North American Actuarial Journal 14:4, pages 400-419.
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Elias S. W. Shiu & Xiaoyi Xiong. (2021) An elementary derivation of Hattendorff’s theorem. European Actuarial Journal 11:1, pages 319-323.
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