Aggregate Markov models in life insurance: estimation via the EM algorithm (Q6587492)
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scientific article; zbMATH DE number 7896849
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| English | Aggregate Markov models in life insurance: estimation via the EM algorithm |
scientific article; zbMATH DE number 7896849 |
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Aggregate Markov models in life insurance: estimation via the EM algorithm (English)
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14 August 2024
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The authors do provide a complete algorithmic approach on life insurance modeling, using Markovian processes relying on the states of the individuals being insured in every time moment. For this purpose they assume a set of endogenous variables, which is relative to the updating of the model across time.
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0.8154717087745667
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0.7703461647033691
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0.7621505260467529
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0.758151113986969
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0.7536641955375671
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