Version 1
: Received: 8 December 2021 / Approved: 10 December 2021 / Online: 10 December 2021 (12:29:58 CET)
Version 2
: Received: 27 December 2021 / Approved: 29 December 2021 / Online: 29 December 2021 (09:00:20 CET)
How to cite:
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-state Markov Insurance Models. Preprints2021, 2021120176. https://doi.org/10.20944/preprints202112.0176.v1
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-state Markov Insurance Models. Preprints 2021, 2021120176. https://doi.org/10.20944/preprints202112.0176.v1
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-state Markov Insurance Models. Preprints2021, 2021120176. https://doi.org/10.20944/preprints202112.0176.v1
APA Style
Ritchey, N., & Rajaram, R. (2021). Numerical Solutions of the Hattendorff Differential Equation for Multi-state Markov Insurance Models. Preprints. https://doi.org/10.20944/preprints202112.0176.v1
Chicago/Turabian Style
Ritchey, N. and Rajeev Rajaram. 2021 "Numerical Solutions of the Hattendorff Differential Equation for Multi-state Markov Insurance Models" Preprints. https://doi.org/10.20944/preprints202112.0176.v1
Abstract
We provide methodology and numerical results for the Hattendorff differential equa- tion for the continuous time evolution of the variance of L(j)t , the loss at time t random variable for a multi-state process, given that the state at time t is j.
Computer Science and Mathematics, Applied Mathematics
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.