Actuarial models for pricing disability benefits: Towards a unifying approach
From MaRDI portal
Publication:1902624
DOI10.1016/0167-6687(94)00030-IzbMath0841.62095MaRDI QIDQ1902624
Publication date: 18 July 1996
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
semi-Markov models; disability annuities; dread disease insurance; health insurances; long term care annuities; lump sums; multistate structure; permanent health; time-continuous general model
62P05: Applications of statistics to actuarial sciences and financial mathematics
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A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data, Stochastic Models for Continuing Care Retirement Communities, Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective, Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland, Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach, Actuarial models for pricing disability benefits: Towards a unifying approach, Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process, A health insurance pricing model based on prevalence rates: application to critical illness insurance, Two approximations of the present value distribution of a disability annuity
Cites Work
- The actuarial treatment of the disability risk in Germany, Austria and Switzerland
- Pricing long term care insurance contracts
- Actuarial models for pricing disability benefits: Towards a unifying approach
- On the graduations associated with a multiple state model for permanent health insurance
- Some reflections on different disability models
- Markov Chain Models in Life Insurance
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