Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
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Publication:2015650
DOI10.1016/J.INSMATHECO.2013.09.013zbMATH Open1290.91096OpenAlexW2041004371MaRDI QIDQ2015650FDOQ2015650
Authors: Alexander Maegebier 
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.013
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Cites Work
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- Actuarial models for pricing disability benefits: Towards a unifying approach
- Semi-Markov disability insurance models
- Multistate models in health insurance
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
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- Numerical solution of non-homogeneous semi-Markov processes in transient case
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
- The actuarial treatment of the disability risk in Germany, Austria and Switzerland
- Neue Rechnungsgrundlagen für die BerufsunfÄhigkeitsversicherung DAV1997
Cited In (10)
- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
- The Impact of Disability Insurance on a Portfolio of Life Insurances
- Insuring wind energy production
- Analysis of an aggregate loss model in a Markov renewal regime
- Multi-state models for evaluating conversion options in life insurance
- A Hidden Markov Approach to Disability Insurance
- Optimal long-term contracts with disability insurance under limited commitment
- Risk aggregation and stochastic claims reserving in disability insurance
- Actuarial models for pricing disability benefits: Towards a unifying approach
- Stochastic modelling of disability insurance in a multi-period framework
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