Probability distributions of multi-states insurance models under semi-Markov assumptions

MaRDI QIDQ5124161zbMATH OpenFDO

Authors Franck Adékambi, Marcus C. Christiansen

Publication date 17 September 2020

Full work available at URL http://math-mprf.org/journal/articles/id1584/

zbMATH Keywords

value-at-risksemi-Markov modelbackward equationslife and health insurancestate-wise probability distributions

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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(11)

• Heterogeneity and uncertainty in a multistate framework
• Cash flows and policyholder behaviour in the semi-Markov life insurance setup
• Some state-specific exit probabilities in a Markov-modulated risk model
• A fractional multi-states model for insurance
• Multivariate higher order moments in multi-state life insurance
• Multistate models in health insurance
• Sensitivity of life insurance reserves via Markov semigroups
• Integral and differential equations for the moments of multistate models in health insurance
• A Markov Risk Model with Two Classes of Insurance Business
• scientific article; zbMATH DE number 5548297 (Why is no real title available?)
• Fractional inhomogeneous multi-state models in life insurance

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