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)
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-State Markov Insurance Models. AppliedMath 2022, 2, 118–130, doi:10.3390/appliedmath2010006.
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-State Markov Insurance Models. AppliedMath 2022, 2, 118–130, doi:10.3390/appliedmath2010006.
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-State Markov Insurance Models. AppliedMath 2022, 2, 118–130, doi:10.3390/appliedmath2010006.
Ritchey, N.; Rajaram, R. Numerical Solutions of the Hattendorff Differential Equation for Multi-State Markov Insurance Models. AppliedMath 2022, 2, 118–130, doi:10.3390/appliedmath2010006.
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.
