Search Results - "Cantelli's theorem"

As-if-Markov reserves for reserve-dependent payments

Authors: Christiansen, Marcus C. Djehiche, Boualem

Source: Insurance, Mathematics & Economics. 124

Subject Terms: As-if-Markov prospective reserve, Cantelli's theorem, Contract modifications, Non-linear reserving, Policy lapse

File Description: print

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-368757
https://doi.org/10.1016/j.insmatheco.2025.103129