Integral and differential equations for the moments of multistate models in health insurance
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Publication:4575449
DOI10.1080/03461238.2015.1058854zbMATH Open1401.91086OpenAlexW2260229468MaRDI QIDQ4575449FDOQ4575449
Authors: Franck Adékambi, Marcus C. Christiansen 
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2015.1058854
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Cites Work
- A theory of bonus life insurance
- Markov Chain Models in Life Insurance
- Anomalous PDEs in Markov chains: domains of validity and numerical solutions
- Reserves in Life and Pension Insurance
- Hattendorff's theorem and Thiele's differential equation generalized
- Multistate models in health insurance
- Modeling and forecasting duration-dependent mortality rates
- The actuarial treatment of the disability risk in Germany, Austria and Switzerland
- Differential equations for moments of present values in life insurance
Cited In (8)
- Explicit moments for a class of micro-models in non-life insurance
- Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland
- Three-part model for fractional response variables with application to Chinese household health insurance coverage
- An approach to the study of multistate insurance contracts
- Dynamics of state-wise prospective reserves in the presence of non-monotone information
- Probability distributions of multi-states insurance models under semi-Markov assumptions
- Multivariate higher order moments in multi-state life insurance
- Multistate models in health insurance
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