Integral and differential equations for the moments of multistate models in health insurance

DOI10.1080/03461238.2015.1058854MaRDI QIDQ4575449zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

numerical solutionsemi-Markov modelconditional momentsThiele's equationmultistate life insurance

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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• On the type I multivariate zero-truncated hurdle model with applications in health insurance
• Multivariate higher order moments in multi-state life insurance

Cites work

• A theory of bonus life insurance
• Anomalous PDEs in Markov chains: domains of validity and numerical solutions
• Differential equations for moments of present values in life insurance
• Hattendorff's theorem and Thiele's differential equation generalized
• Markov Chain Models in Life Insurance
• Modeling and forecasting duration-dependent mortality rates
• Multistate models in health insurance
• Reserves in Life and Pension Insurance
• The actuarial treatment of the disability risk in Germany, Austria and Switzerland

Cited in

(8)

• Multivariate higher order moments in multi-state life insurance
• Multistate models in health insurance
• Dynamics of state-wise prospective reserves in the presence of non-monotone information
• An approach to the study of multistate insurance contracts
• Probability distributions of multi-states insurance models under semi-Markov assumptions
• Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland
• Explicit moments for a class of micro-models in non-life insurance
• Three-part model for fractional response variables with application to Chinese household health insurance coverage

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