The use of phase-type models for disability insurance calculations
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Publication:4576876
DOI10.1080/03461238.2012.761645zbMATH Open1401.91209OpenAlexW2118452603MaRDI QIDQ4576876FDOQ4576876
Authors: Amin Hassan Zadeh, Bruce L. Jones, David A. Stanford 
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.761645
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continuous-time Markov chainphase-type distributiondisability insuranceactuarial present valueaggregate Markov chain
Cites Work
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- Markov aging process and phase-type law of mortality
- On non-uniqueness of representations of phase-type distributions
- On aggregated Markov processes
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- A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care
Cited In (14)
- Examining the identifiability and estimability of the phase-type ageing model
- Application of simultaneous equation models to temporary disability prescriptions in primary healthcare centres
- Mortality Modeling of Skin Cancer Patients with Actuarial Applications
- Title not available (Why is that?)
- Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter
- Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
- A fractional multi-states model for insurance
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
- Mortality modeling and regression with matrix distributions
- Modeling the effect of health: phase-type approach
- Actuarial models for pricing disability benefits: Towards a unifying approach
- Stochastic modelling of disability insurance in a multi-period framework
- A factorization of a Lévy process over a phase-type horizon
- Forecasting disability: application of a frailty model
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