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.v2
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.v2
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.v2
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.v2
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.v2
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, Computational 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.
Commenter: Nathan Ritchey
Commenter's Conflict of Interests: Author