Aggregate Markov models in life insurance: estimation via the EM algorithm (Q6587492)
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scientific article; zbMATH DE number 7896849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregate Markov models in life insurance: estimation via the EM algorithm |
scientific article; zbMATH DE number 7896849 |
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Aggregate Markov models in life insurance: estimation via the EM algorithm (English)
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14 August 2024
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The authors do provide a complete algorithmic approach on life insurance modeling, using Markovian processes relying on the states of the individuals being insured in every time moment. For this purpose they assume a set of endogenous variables, which is relative to the updating of the model across time.
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