The use of phase-type models for disability insurance calculations (Q4576876)

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scientific article; zbMATH DE number 6901184
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The use of phase-type models for disability insurance calculations
scientific article; zbMATH DE number 6901184

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    The use of phase-type models for disability insurance calculations (English)
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    11 July 2018
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    actuarial present value
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    aggregate Markov chain
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    continuous-time Markov chain
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    disability insurance
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    phase-type distribution
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