Multistate models in health insurance
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Publication:1633243
DOI10.1007/S10182-012-0189-2zbMATH Open1443.62341OpenAlexW2000114767MaRDI QIDQ1633243FDOQ1633243
Authors: Marcus C. Christiansen 
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-012-0189-2
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Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (29)
- Experience rating in the classic Markov chain life insurance setting
- A health insurance pricing model based on prevalence rates: application to critical illness insurance
- Transaction time models in multi-state life insurance
- Measuring long-term insurance contract biometric risks
- Optimal investment-disinvestment choices in health-dependent variable annuity
- Integral and differential equations for the moments of multistate models in health insurance
- Aggregate Markov models in life insurance: estimation via the EM algorithm
- Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
- Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking
- Scenario-based life insurance prognoses in a multi-state Markov model
- Tax- and expense-modified risk-minimization for insurance payment processes
- A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands
- A fractional multi-states model for insurance
- Title not available (Why is that?)
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- Aggregate Markov models in life insurance: properties and valuation
- A generic model for spouse's pensions with a view towards the calculation of liabilities
- Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland
- Doubly enhanced annuities (DEANs) and the impact of quality of long-term care under a multi-state model of activities of daily living (ADL)
- Calibrating intensities for long-term care multiple-state Markov insurance model
- Continuous-time semi-Markov inference of biometric laws associated with a long-term care insurance portfolio
- Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance
- Kolmogorov's forward PIDE and forward transition rates in life insurance
- Jump diffusion transition intensities in life insurance and disability annuity
- The role of health in consumption and portfolio decision-making: insights from state-dependent models
- Nonlinear reserving and multiple contract modifications in life insurance
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
- Semi-Markov modeling for cancer insurance
- Probability distributions of multi-states insurance models under semi-Markov assumptions
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