Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14

Ragnar Norberg

Scandinavian Actuarial Journal, 1996, vol. 1996, issue 1, 50-53

Abstract: A. Purpose of this note Any specific application of the theory in Section 3 of the paper would demand that the statewise reserves Vj be precisely defined. There is some latitude at this point, however, and it turns out that Theorem 3 as stated may require that an appropriate definition be used. Paragraph B of the present note adds rigour on the issue. Paragraph C offers some guidance as to how to construct and compute the reserves in nontrivial cases. Some technical lemmas are placed in the final Paragraph D.

Date: 1996
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DOI: 10.1080/03461238.1996.10413962

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