Insurance liabilities for large dependent cohorts converge to a mean-field limit governed by low-dimensional nonlinear integro-differential equations as cohort size tends to infinity.
McKean,Propagation of chaos for a class of non-linear parabolic equations, Lecture Series in Differential Equations, Volume 2 (A
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.RM 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Mean-field approximations in insurance
Insurance liabilities for large dependent cohorts converge to a mean-field limit governed by low-dimensional nonlinear integro-differential equations as cohort size tends to infinity.