Markov Chain Models in Life Insurance

From MaRDI portal
Revision as of 04:49, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5585960


DOI10.1007/BF02810082zbMath0191.51103MaRDI QIDQ5585960

Jan M. Hoem

Publication date: 1969

Published in: Blätter der DGVFM (Search for Journal in Brave)



Related Items

Integral and differential equations for the moments of multistate models in health insurance, Product pricing and solvency capital requirements for long-term care insurance, Cash flows and policyholder behaviour in the semi-Markov life insurance setup, Jan M. Hoem, 1939–2017, Perturbation analysis of continuous‐time absorbing Markov chains, Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL), Tax- and expense-modified risk-minimization for insurance payment processes, A no arbitrage approach to Thiele's differential equation, Multivariate higher order moments in multi-state life insurance, The joint impact of fertility and unemployment on the level of state-aided pensions, Biometric worst-case scenarios for multi-state life insurance policies, A generic model for spouse's pensions with a view towards the calculation of liabilities, A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension, A sensitivity analysis of typical life insurance contracts with respect to the technical basis, Stochastic models for life contingencies, On the application of Thiele's differential equation in life insurance, Markov models and Thiele's integral equations for the prospective reserve, Aspects of prospective mean values in risk theory, Intervention options in life insurance, Multistate models in health insurance, The emergence of profit in life insurance, Actuarial models for pricing disability benefits: Towards a unifying approach, Differential equations for moments of present values in life insurance, Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory, Heterogeneity and uncertainty in a multistate framework, Scaled insurance cash flows: representation and computation via change of measure techniques, Matrix representations of life insurance payments, Forward transition rates, Household consumption, investment and life insurance, Experience rating in the classic Markov chain life insurance setting, Scenario-based life insurance prognoses in a multi-state Markov model, An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance, The policyholder's static and dynamic decision making of life insurance and pension payments, A health insurance pricing model based on prevalence rates: application to critical illness insurance, Probabilistic fertility models of the life table type, Dynamics of state-wise prospective reserves in the presence of non-monotone information, Prospective and retrospective premium reserves



Cites Work