Markov Chain Models in Life Insurance
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Publication:5585960
DOI10.1007/BF02810082zbMath0191.51103MaRDI QIDQ5585960
Publication date: 1969
Published in: Blätter der DGVFM (Search for Journal in Brave)
Related Items (43)
Scaled insurance cash flows: representation and computation via change of measure techniques ⋮ Stochastic models for life contingencies ⋮ Multistate models in health insurance ⋮ The joint impact of fertility and unemployment on the level of state-aided pensions ⋮ Actuarial models for pricing disability benefits: Towards a unifying approach ⋮ Differential equations for moments of present values in life insurance ⋮ Dynamics of state-wise prospective reserves in the presence of non-monotone information ⋮ Prospective and retrospective premium reserves ⋮ Integral and differential equations for the moments of multistate models in health insurance ⋮ Product pricing and solvency capital requirements for long-term care insurance ⋮ Cash flows and policyholder behaviour in the semi-Markov life insurance setup ⋮ Jan M. Hoem, 1939–2017 ⋮ Markov models and Thiele's integral equations for the prospective reserve ⋮ Aspects of prospective mean values in risk theory ⋮ Intervention options in life insurance ⋮ Transaction time models in multi-state life insurance ⋮ Fractional inhomogeneous multi-state models in life insurance ⋮ Health insurance, portfolio choice, and retirement incentives ⋮ A generic model for spouse's pensions with a view towards the calculation of liabilities ⋮ Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) ⋮ Aggregate Markov models in life insurance: properties and valuation ⋮ Estimating absorption time distributions of general Markov jump processes ⋮ Phase-type representations of stochastic interest rates with applications to life insurance ⋮ Matrix representations of life insurance payments ⋮ Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory ⋮ Tax- and expense-modified risk-minimization for insurance payment processes ⋮ Biometric worst-case scenarios for multi-state life insurance policies ⋮ Perturbation analysis of continuous‐time absorbing Markov chains ⋮ An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance ⋮ A no arbitrage approach to Thiele's differential equation ⋮ Forward transition rates ⋮ Household consumption, investment and life insurance ⋮ 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 ⋮ The policyholder's static and dynamic decision making of life insurance and pension payments ⋮ A health insurance pricing model based on prevalence rates: application to critical illness insurance ⋮ Heterogeneity and uncertainty in a multistate framework ⋮ The emergence of profit in life insurance ⋮ Probabilistic fertility models of the life table type ⋮ Experience rating in the classic Markov chain life insurance setting ⋮ Multivariate higher order moments in multi-state life insurance ⋮ On the application of Thiele's differential equation in life insurance ⋮ Scenario-based life insurance prognoses in a multi-state Markov model
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