Thiele's differential equation generalized

A general model for the evaluation of insurance policies by means of the mathematical reserve is determined. We obtain an expression which allows us to draw generalized versions of the traditional Thiele’s equation in different stochastic hypothesis, both for the actualization and for the mortality intensity and, more in general, for the transition intensities. Mathematics Sub ject Classifications (2000). 91B28, 91B30, 91B70