Stochastic modelling of disability insurance in a multi-period framework

DOI10.1080/03461238.2013.779594zbMath1398.91308OpenAlexW1966162805MaRDI QIDQ4576762

Björn Löfdahl, Boualem Djehiche, Helena Aro

Publication date: 10 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2013.779594

zbMATH Keywords

disability insurancecounting processesgeneralized linear modelsstochastic modelling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview ⋮ A Hidden Markov Approach to Disability Insurance

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