Semi-Markov disability insurance models
From MaRDI portal
Publication:2862292
Recommendations
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
- Semi-Markov reward models for disability insurance
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
- Mehrzustandsmodelle in der berufsunfÄhigkeitsversicherung
- scientific article; zbMATH DE number 2062316
Cites work
- scientific article; zbMATH DE number 1323217 (Why is no real title available?)
- scientific article; zbMATH DE number 3361678 (Why is no real title available?)
- A realistic non-homogeneous stochastic pension fund model on scenario basis
- 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
- 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
- Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
- Life insurance mathematics (The Markovian Model)
- Mathematical Finance
- Non-homogeneous semi-Markov systems and maintainability of the state sizes
- Semi-Markov Risk Models for Finance, Insurance and Reliability
Cited in
(23)- 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
- Homogeneous discrete time alternating compound renewal process: a disability insurance application
- Estimation for discrete-time semi-Markov reward processes: analysis and inference
- Modeling disability in long-term care insurance
- scientific article; zbMATH DE number 3850332 (Why is no real title available?)
- Performance analysis of second order semi-Markov chains: an application to wind energy production
- Reward algorithms for semi-Markov processes
- Stochastic cash flows modelled by homogeneous and non-homogeneous discrete time backward semi-Markov reward 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
- scientific article; zbMATH DE number 2062316 (Why is no real title available?)
- Mehrzustandsmodelle in der berufsunfÄhigkeitsversicherung
This page was built for publication: Semi-Markov disability insurance models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2862292)
