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A multiple state model for the analysis of permanent health insurance claims by cause of disability.

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Publication:1413308
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DOI10.1016/S0167-6687(02)00095-1zbMath1055.91043MaRDI QIDQ1413308

Isabel Maria Ferraz Cordeiro

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)


zbMATH Keywords

Numerical algorithmsAverage duration of a claimClaim inception rateMultiple state models


Mathematics Subject Classification ID


Related Items (4)

Product pricing and solvency capital requirements for long-term care insurance ⋮ A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data ⋮ Sensitivity analysis of the moments of the profit on an Income Protection Policy ⋮ Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness




Cites Work

  • A stochastic population model for high demand CCRCs
  • Stochastic Models for Continuing Care Retirement Communities
  • Methods for the Analysis of CCRC Data
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