Measuring mortality heterogeneity with multi-state models and interval-censored data

DOI10.1016/J.INSMATHECO.2016.09.014zbMATH Open1394.91192OpenAlexW2277826613MaRDI QIDQ506072FDOQ506072

Authors: Alexandre Boumezoued, Nicole El Karoui, Stéphane Loisel 

Publication date: 31 January 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.09.014

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zbMATH Keywords

interval-censoringmulti-state modelslongevity riskparametric maximum likelihoodmortality heterogeneity

Mathematics Subject Classification ID

Mathematical geography and demography (91D20)

Cites Work

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• Statistical models based on counting processes
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• The Analysis of Panel Data Under a Markov Assumption
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• Bayesian Information Criterion for Censored Survival Models
• Statistical methods for panel data from a semi-Markov process, with application to HPV
• Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
• Managing longevity and disability risks in life annuities with long term care
• Application of survival analysis methods to long-term care insurance.
• The impact of the determinants of mortality on life insurance and annuities
• Applications of a multi-state risk factor/mortality model in life insurance
• Semi-Markov Models with Phase-Type Sojourn Distributions
• Title not available (Why is that?)
• Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities

Cited In (2)

• On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
• Old-age provision: past, present, future

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