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

Authors
Citation
R. Norberg,, Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14, Scandinavian actuarial journal , 1996(1), 1996, pp. 50-53
ISSN journal
03461238
Volume
1996
Issue
1
Year of publication
1996
Pages
50 - 53
Database
ACNP
SICI code
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.