论文标题
在存在非主管信息的情况下，州智慧前瞻性储备的动态
Dynamics of state-wise prospective reserves in the presence of non-monotone information
论文作者
论文摘要
在存在单调信息的情况下，描述了州前瞻性储量动态的随机硫核方程与经典的Martingale代表定理密切相关。当保险公司使用的信息是非单调的，不适用于经典的Martingale理论。通过采用无限方法，我们得出了一个通用的随机硫素方程，该方程允许丢弃信息。 EN通过，我们为经典的单调信息解决了一些开放问题。结果及其在实践中的影响是通过示例说明的，这些示例在随机退休后和之后丢弃了信息。
In the presence of monotone information, the stochastic Thiele equation describing the dynamics of state-wise prospective reserves is closely related to the classic martingale representation theorem. When the information utilized by the insurer is non-monotone, the classic martingale theory does not apply. By taking an infinitesimal approach, we derive a generalized stochastic Thiele equation that allows for information discarding. En passant, we solve some open problems for the classic case of monotone information. The results and their implication in practice are illustrated via examples where information is discarded upon and after stochastic retirement.
