Markov Chain Models in Life Insurance
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Publication:5585960
Cites work
- scientific article; zbMATH DE number 3138575 (Why is no real title available?)
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- Die Erwartungswerte allgemeiner Versicherungsleistungen in der Mathematik der Lebensversicherung
Cited in
(47)- On the application of Thiele's differential equation in life insurance
- Aspects of prospective mean values in risk theory
- Experience rating in the classic Markov chain life insurance setting
- Markov models and Thiele's integral equations for the prospective reserve
- A health insurance pricing model based on prevalence rates: application to critical illness insurance
- Transaction time models in multi-state life insurance
- The emergence of profit in life insurance
- Integral and differential equations for the moments of multistate models in health insurance
- Scaled insurance cash flows: representation and computation via change of measure techniques
- Optimal investment-disinvestment choices in health-dependent variable annuity
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
- Product pricing and solvency capital requirements for long-term care insurance
- Two-dimensional forward and backward transition rates
- Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
- Scenario-based life insurance prognoses in a multi-state Markov model
- The joint impact of fertility and unemployment on the level of state-aided pensions
- Tax- and expense-modified risk-minimization for insurance payment processes
- Matrix representations of life insurance payments
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- Heterogeneity and uncertainty in a multistate framework
- Aggregate Markov models in life insurance: properties and valuation
- A generic model for spouse's pensions with a view towards the calculation of liabilities
- Estimating absorption time distributions of general Markov jump processes
- On technical bases and surplus in life insurance
- Doubly enhanced annuities (DEANs) and the impact of quality of long-term care under a multi-state model of activities of daily living (ADL)
- Phase-type representations of stochastic interest rates with applications to life insurance
- Differential equations for moments of present values in life insurance
- Household consumption, investment and life insurance
- Prospective and retrospective premium reserves
- The policyholder's static and dynamic decision making of life insurance and pension payments
- A no arbitrage approach to Thiele's differential equation
- Perturbation analysis of continuous‐time absorbing Markov chains
- Actuarial models for pricing disability benefits: Towards a unifying approach
- Forward transition rates
- Intervention options in life insurance
- Biometric worst-case scenarios for multi-state life insurance policies
- Jan M. Hoem, 1939–2017
- Fractional inhomogeneous multi-state models in life insurance
- Dynamics of state-wise prospective reserves in the presence of non-monotone information
- Probabilistic fertility models of the life table type
- A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
- A sensitivity analysis of typical life insurance contracts with respect to the technical basis
- Health insurance, portfolio choice, and retirement incentives
- Multivariate higher order moments in multi-state life insurance
- Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools
- Multistate models in health insurance
- Stochastic models for life contingencies
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