Semi-Markov Disability Insurance Models
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Publication:2862292
DOI10.1080/03610926.2012.746982zbMath1275.91076OpenAlexW2081548683MaRDI QIDQ2862292
Guglielmo D'Amico, Montserrat Guillen, Raimondo Manca
Publication date: 14 November 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.746982
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Related Items (7)
Multi-state models for evaluating conversion options in life insurance ⋮ Insuring wind energy production ⋮ Estimation for discrete-time semi-Markov reward processes: analysis and inference ⋮ Reward algorithms for semi-Markov processes ⋮ The Impact of Disability Insurance on a Portfolio of Life Insurances ⋮ Performance analysis of second order semi-Markov chains: an application to wind energy production ⋮ Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
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- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Non-homogeneous semi-Markov systems and maintainability of the state sizes
- A realistic non-homogeneous stochastic pension fund model on scenario basis
- Mathematical Finance
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