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Original Articles

Martingales in life insurance

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Pages 210-230 | Received 01 Jun 1984, Published online: 22 Dec 2011

References

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  • Hoem , J. M. 1969 . Markov chain models in life insurance . Blätter der Deutschen Gesellschaft für Versicherungsmathematik , 9 ( 2 ) : 91 – 107 .
  • Jordan , C. W. 1967 . Life contingencies , Chicago : The Society of Actuaries .
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  • Waters , H. R. 1978 . The moments and distributions of actuarial functions . Journal of the Institute of Actuaries , 105 : 61 – 75 .

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