Probability distributions of multi-states insurance models under semi-Markov assumptions (Q5124161)
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scientific article; zbMATH DE number 7249110
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| English | Probability distributions of multi-states insurance models under semi-Markov assumptions |
scientific article; zbMATH DE number 7249110 |
Statements
17 September 2020
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life and health insurance
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semi-Markov model
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state-wise probability distributions
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backward equations
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value-at-risk
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0.8433888554573059
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0.8093399405479431
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0.7960970997810364
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0.7923141121864319
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0.7754641771316528
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