59
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Indicator Function and Hattendorff Theorem

, &
Pages 38-47 | Published online: 03 Jan 2013

References

  • Berkeley , E. C. 1937 . Boolean Algebra (the Technique for Manipulating ‘And,’ ‘Or,’ ‘Not,’ and Conditions) and Applications to Insurance . Record of the American Institute of Actuaries , 26 : 373 – 414 . Discussion in 27: 167�76
  • Bowers , N. L. Jr. , Gerber , H. U. , Hickman , J. C. , Jones , D. A. and Nesbitt , C. J. 1986 . Actuarial Mathematics , Itasca, IL : Society of Actuaries .
  • Bowers , N. L. Jr. , Gerber , H. U. , Hickman , J. C. , Jones , D. A. and Nesbitt , C. J. 2000 . Actuarial Mathematics , 2nd ed , Schaumburg, IL : Society of Actuarie . Reprint with corrections
  • Bühlmann , H. 1976 . A Probabilistic Approach to Long-Term Insurance (Typically Life Insurance) . Transactions of the 20th International Congress of Actuaries in Tokyo , 4 : 267 – 76 .
  • Gerber , H. U. 1976 . A Probabilistic Model for (Life) Contingencies and a Delta-Free Approach to Contingency Reserves . Transactions of the Society of Actuaries , 28 : 127 – 41 . Discussions 143�8
  • Gerber , H. U. 1979 . An Introduction to Mathematical Risk Theory , Homewood, IL : Richard D. Irwin . Huebner Foundation Monograph 8, distributed by
  • Gerber , H. U. 1997 . Life Insurance Mathematics , 3rd ed , Berlin : Springer .
  • Graham , R. L. , Knuth , D. E. and Patshnik , O. 1989 . Concrete Mathematics: A Foundation for Computer Science , Reading, MA : Addison-Wesley .
  • Hattendorff , K. 1868 . Das Risiko bei der Lebensversicherung . Maisius’ Rundschau der Versicherungen , 18 : 169 – 83 .
  • Hickman , J. C. 1964 . A Statistical Approach to Premiums and Reserves in Multiple Decrement Theory . Transactions of the Society of Actuaries , 16 : 1 – 16 . Discussion 149�54
  • Iverson , K. E. 1962 . A Programming Language , New York : Wiley .
  • Knuth , D. E. 1992 . Two Notes on Notation . American Mathematical Monthly , 99 : 403 – 22 .
  • Milbrodt , H. 1999 . Hattendorff’s Theorem for Non-Smooth Continuous-Time Markov Models I: Theory . Insurance: Mathematics & Economics , 25 : 181 – 95 .
  • Milbrodt , H. 2000 . Hattendorff’s Theorem for Non-Smooth Continuous-Time Markov Models II: Applications . Insurance: Mathematics & Economics , 26 : 1 – 14 .
  • Norberg , R. 1992 . Hattendorff’s Theorem and Thiele’s Differential Equation Generalized . Scandinavian Actuarial Journal , : 2 – 14 .
  • Norberg , R. 1996 . Addendum to ‘Hattendorff’s Theorem and Thiele’s Differential Equation Generalized’ . Scandinavian Actuarial Journal , : 50 – 3 .
  • Patatriandafylou , A. and Waters , H. R. 1984 . Martingales in Life Insurance . Scandinavian Actuarial Journal , : 210 – 30 .
  • Ramlau-Hansen , H. 1988 . Hattendorff’s Theorem: A Markov Chain and Counting Process Approach . Scandinavian Actuarial Journal , : 143 – 56 .
  • Wolthuis , H. 1987 . Hattendorff’s Theorem for a Continuous-Time Markov Model . Scandinavian Actuarial Journal , : 157 – 75 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.