A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach

DOI10.1007/S13385-021-00285-YzbMATH Open1492.91290OpenAlexW3166677169MaRDI QIDQ2157223FDOQ2157223

Authors: Anselm Fleischmann, Jonas Hirz, Daniel Sirianni 

Publication date: 27 July 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00285-y

Recommendations

• Calibrating intensities for long-term care multiple-state Markov insurance model
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
• On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
• A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care
• Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance

zbMATH Keywords

MCMCMarkov modellong-term carecompression of morbidity

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60)

Cites Work

• Estimating the dimension of a model
• A new look at the statistical model identification
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Monte Carlo sampling methods using Markov chains and their applications
• Equation of state calculations by fast computing machines
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• General Irreducible Markov Chains and Non-Negative Operators
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• Optimal proposal distributions and adaptive MCMC
• Title not available (Why is that?)
• Stochastic models in life insurance.
• Forecasting disability: application of a frailty model
• Calibrating intensities for long-term care multiple-state Markov insurance model
• Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland
• Continuous-time semi-Markov inference of biometric laws associated with a long-term care insurance portfolio
• Compression of morbidity and mortality: new perspectives

Cited In (5)

• On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
• Continuous-time Markov models for geriatric patient behaviour
• A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands
• Calibrating intensities for long-term care multiple-state Markov insurance model
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities

This page was built for publication: A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2157223)