Two-dimensional forward and backward transition rates
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20240013516 | ||
| 003 | MAP | ||
| 005 | 20240830115708.0 | ||
| 008 | 240830e20240815che|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a341 | ||
| 100 | 1 | $0MAPA20240021030$aBathke, Theis | |
| 245 | 1 | 0 | $aTwo-dimensional forward and backward transition rates$cTheis Bathke & Marcus C. Christiansen |
| 520 | $aForward transition rates were originally introduced with the aim to evaluate life insurance liabilities market-consistently. While this idea turned out to have its limitations, recent literature repurposes forward transition rates as a tool for avoiding Markov assumptions in the calculation of life insurance reserves. While life insurance reserves are some form of conditional first-order moments, the calculation of conditional second-order moments needs an extension of the forward transition rate concept from one dimension to two dimensions. Two-dimensional forward transition rates are also needed for the calculation of path-dependent life insurance cash-flows as they occur upon contract modifications. Forward transition rates are designed for doing prospective calculations, and by a time-symmetric definition of so-called backward transition rates one can do retrospective calculations | ||
| 650 | 4 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 650 | 4 | $0MAPA20080584290$aContrato de seguro | |
| 700 | 1 | $0MAPA20130002446$aChristiansen, Marcus C. | |
| 773 | 0 | $wMAP20220007085$g15/08/2024 Volumen 14 - Número 2 - agosto 2024 , p.41-436$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022 | |
| 856 | $uhttps://link.springer.com/article/10.1007/s13385-023-00363-3 |