Semi-Markov disability insurance models
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Publication:2862292
DOI10.1080/03610926.2012.746982zbMATH Open1275.91076OpenAlexW2081548683MaRDI QIDQ2862292FDOQ2862292
Authors: 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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Cites Work
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- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
- Asymptotic behavior of nonhomogeneous semi-Markov systems
- A realistic non-homogeneous stochastic pension fund model on scenario basis
- Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
- Non-homogeneous semi-Markov systems and maintainability of the state sizes
Cited In (20)
- The Impact of Disability Insurance on a Portfolio of Life Insurances
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
- Insuring wind energy production
- Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
- Multi-state models for evaluating conversion options in life insurance
- A Hidden Markov Approach to Disability Insurance
- A semi-Markov model of disease recurrence in insured dogs
- Estimation for discrete-time semi-Markov reward processes: analysis and inference
- Title not available (Why is that?)
- Performance analysis of second order semi-Markov chains: an application to wind energy production
- Reward algorithms for semi-Markov processes
- The role of health in consumption and portfolio decision-making: insights from state-dependent models
- Actuarial models for pricing disability benefits: Towards a unifying approach
- Semi-Markov reward models for disability insurance
- Semi-Markov modeling for cancer insurance
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
- Select mortality and other durational effects modelled by partially observed Markov Chains
- Stochastic modelling of disability insurance in a multi-period framework
- Title not available (Why is that?)
- Mehrzustandsmodelle in der berufsunfÄhigkeitsversicherung
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