Heterogeneity and uncertainty in a multistate framework

DOI10.1007/S10203-020-00306-7MaRDI QIDQ2044809zbMATH OpenOpenAlexFDO

Authors D. Tabakova, Ermanno Pitacco

Publication date 10 August 2021

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10203-020-00306-7

zbMATH Keywords

death benefitsdisability benefitsfrailtyMarkov chainuncertainty

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cites work

• A discussion of parameter and model uncertainty in insurance
• Health insurance. Basic actuarial models
• Heterogeneity in mortality: a survey with an actuarial focus
• scientific article; zbMATH DE number 5522381 (Why is no real title available?)
• scientific article; zbMATH DE number 1323217 (Why is no real title available?)
• Introduction to insurance mathematics. Technical and financial features of risk transfers
• Markov Chain Models in Life Insurance
• Pricing and reserving in LTC insurance
• Stochastic Mortality: The Impact on Target Capital

Cited in

(3)

• Measuring Process Risk in Income Protection Insurance
• Measuring mortality heterogeneity with multi-state models and interval-censored data
• The life care annuity: enhancing product features and refining pricing methods

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