Pricing critical illness insurance from prevalence rates: Gompertz versus Weibull

DOI10.1080/10920277.2017.1397524MaRDI QIDQ4567949zbMATH OpenOpenAlexWikidataFDO

Authors Fabio Baione, Susanna Levantesi

Publication date 20 June 2018

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2017.1397524

zbMATH Keywords

pricing modelGompertz modelsWeibull hazard functioncritical illness insurance marketpricing of critical illness insurance

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 1323217 (Why is no real title available?)
• scientific article; zbMATH DE number 3065425 (Why is no real title available?)
• A health insurance pricing model based on prevalence rates: application to critical illness insurance
• Affine processes for dynamic mortality and actuarial valuations
• Application of Frailty-Based Mortality Models Using Generalized Linear Models
• Application of survival analysis methods to long-term care insurance.
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
• Longevity and concentration in survival times: the log-scale-location family of failure time models
• Modelling critical illness claim diagnosis rates I: methodology
• Modelling critical illness claim diagnosis rates II: results
• Transition Intensities for a model for Permanent Health Insurance

Cited in

(4)

• A health insurance pricing model based on prevalence rates: application to critical illness insurance
• The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach
• Modelling critical illness claim diagnosis rates I: methodology
• Modelling critical illness claim diagnosis rates II: results

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