Modeling the effect of health: phase-type approach

DOI10.1007/S13385-014-0092-1zbMATH Open1304.91105OpenAlexW1970823922MaRDI QIDQ487622FDOQ487622

Guy Latouche, Maria Govorun

Publication date: 22 January 2015

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-014-0092-1

zbMATH Keywords

longevity riskpension fundsfinancial impact of healthphase-type aging modelpopulation selection

Mathematics Subject Classification ID

Mathematical geography and demography (91D20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A subordinated Markov model for stochastic mortality
• A generalization of Panjer's recursion and numerically stable risk aggregation
• The determinants of mortality heterogeneity and implications for pricing annuities
• Estimating International Adverse Selection in Annuities

Cited In (4)

• Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
• Physiological Age, Health Costs, and Their Interrelation
• Phase-type aging modeling for health dependent costs
• Exploring the health state of a population by dynamic modeling methods

Uses Software

• PhFit
• EMpht

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