The recursive calculation of the moments of the profit on a sickness insurance policy
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Publication:923583
DOI10.1016/0167-6687(90)90021-5zbMath0711.62101MaRDI QIDQ923583
Publication date: 1990
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(90)90021-5
calculation of moments; invalidity model; present value of profit; recursive calculation; sickness insurance; three-state continuous time semi-Markov process
62P05: Applications of statistics to actuarial sciences and financial mathematics
65R20: Numerical methods for integral equations
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