Article ID Journal Published Year Pages File Type
5076930 Insurance: Mathematics and Economics 2012 7 Pages PDF
Abstract
► The non-linear Young's model for life insurance risk is considered. ► No numerical method for the non-linear Young's model has been developed so far. ► We propose a very efficient numerical method to solve the non-linear Young's model. ► We empirically investigate the convergence of the non-linear model. ► The method is also applicable to several other models in actuarial mathematics.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk
Authors
, , ,