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Reserving under stochastic mortality

dc.contributor.authorMartinez Jensen, Erik
dc.date.accessioned2022-08-21T22:00:31Z
dc.date.available2022-08-21T22:00:31Z
dc.date.issued2022
dc.identifier.citationMartinez Jensen, Erik. Reserving under stochastic mortality. Master thesis, University of Oslo, 2022
dc.identifier.urihttp://hdl.handle.net/10852/95366
dc.description.abstracteng
dc.language.isoeng
dc.subjectintegration theory
dc.subjectprobability theory
dc.subjectnumerical methods
dc.subjectmarkov chains
dc.subjectexplicit method
dc.subjectreserving
dc.subjectfractional Brownian motion
dc.subjectstochastic mortality
dc.subjectinsurance model in continuous time
dc.subjectMeasure theory
dc.subjectThiele's PDE
dc.subjectimplicit method
dc.subjectThiele's ODE
dc.subjectfractional Ornstein-Uhlenbeck process
dc.subjectItô calculus
dc.subjectstochastic analysis
dc.subjectpricing
dc.titleReserving under stochastic mortalityeng
dc.typeMaster thesis
dc.date.updated2022-08-21T22:00:31Z
dc.creator.authorMartinez Jensen, Erik
dc.identifier.urnURN:NBN:no-97886
dc.type.documentMasteroppgave
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/95366/1/Erik_Martinez_Jensen_thesis.pdf


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