Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process (Q2015650)
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scientific article; zbMATH DE number 6306925
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| English | Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process |
scientific article; zbMATH DE number 6306925 |
Statements
Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process (English)
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23 June 2014
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disability insurance
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duration model
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Markov reward process
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higher moments
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inter-arrival time
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dependence
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0.8008729815483093
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0.7963423132896423
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0.7706950902938843
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