Probability distributions of multi-states insurance models under semi-Markov assumptions
From MaRDI portal
Publication:5124161
zbMATH Open1457.60137MaRDI QIDQ5124161FDOQ5124161
Authors: Franck Adékambi, Marcus C. Christiansen 
Publication date: 17 September 2020
Full work available at URL: http://math-mprf.org/journal/articles/id1584/
Recommendations
- On probability distributions of present values in life insurance
- Integral and differential equations for the moments of multistate models in health insurance
- An approach to the study of multistate insurance contracts
- Multistate models in health insurance
- On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
value-at-risksemi-Markov modelbackward equationslife and health insurancestate-wise probability distributions
Actuarial mathematics (91G05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
Cited In (11)
- Some state-specific exit probabilities in a Markov-modulated risk model
- Integral and differential equations for the moments of multistate models in health insurance
- A fractional multi-states model for insurance
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- Sensitivity of life insurance reserves via Markov semigroups
- Heterogeneity and uncertainty in a multistate framework
- Title not available (Why is that?)
- A Markov Risk Model with Two Classes of Insurance Business
- Fractional inhomogeneous multi-state models in life insurance
- Multivariate higher order moments in multi-state life insurance
- Multistate models in health insurance
This page was built for publication: Probability distributions of multi-states insurance models under semi-Markov assumptions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5124161)
