Application of survival analysis methods to long-term care insurance.

DOI10.1016/S0167-6687(02)00186-5zbMATH Open1074.62526MaRDI QIDQ1413369FDOQ1413369

Florian Rudolph, Claudia Czado

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Cox proportional hazardSurvival analysisLong-term care insuranceMultiple state Markov model

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Partial likelihood
• Survival analysis. Techniques for censored and truncated data
• Cox's regression model for counting processes: A large sample study
• Martingale-based residuals for survival models
• The Efficiency of Cox's Likelihood Function for Censored Data
• The asymptotic information in censored survival data
• On the graduations associated with a multiple state model for permanent health insurance
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Cited In (14)

• A health insurance pricing model based on prevalence rates: application to critical illness insurance
• Title not available (Why is that?)
• Duration of long-term care: socio-economic factors, type of care interactions and evolution
• Old-age care prevalence in Switzerland: drivers and future development
• HOW FUNCTIONAL DATA CAN ENHANCE THE ESTIMATION OF HEALTH EXPECTANCY: THE CASE OF DISABLED SPANISH POPULATION
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Title not available (Why is that?)
• Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance
• Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland
• Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance
• Predictive Modeling in Long-Term Care Insurance
• Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull
• Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach
• Measuring mortality heterogeneity with multi-state models and interval-censored data

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