Pricing critical illness insurance from prevalence rates: Gompertz versus Weibull

DOI10.1080/10920277.2017.1397524zbMATH Open1393.62042OpenAlexW2795235678WikidataQ130059585 ScholiaQ130059585MaRDI QIDQ4567949FDOQ4567949

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

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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)

Cites Work

• Title not available (Why is that?)
• Affine processes for dynamic mortality and actuarial valuations
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• Application of survival analysis methods to long-term care insurance.
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
• Transition Intensities for a model for Permanent Health Insurance
• Application of Frailty-Based Mortality Models Using Generalized Linear Models
• A health insurance pricing model based on prevalence rates: application to critical illness insurance
• 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

Cited In (1)

• The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach

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