Application of survival analysis methods to long-term care insurance.

DOI10.1016/S0167-6687(02)00186-5zbMath1074.62526MaRDI QIDQ1413369

Florian Rudolph, Claudia Czado

Publication date: 16 November 2003

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

zbMATH Keywords

Survival analysisCox proportional hazardLong-term care insuranceMultiple state Markov model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation in survival analysis and censored data (62N02)

Related Items (11)

Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull ⋮ Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland ⋮ Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance ⋮ Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach ⋮ Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance ⋮ HOW FUNCTIONAL DATA CAN ENHANCE THE ESTIMATION OF HEALTH EXPECTANCY: THE CASE OF DISABLED SPANISH POPULATION ⋮ Measuring mortality heterogeneity with multi-state models and interval-censored data ⋮ A health insurance pricing model based on prevalence rates: application to critical illness insurance ⋮ Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance ⋮ Duration of long-term care: socio-economic factors, type of care interactions and evolution ⋮ Old-age care prevalence in Switzerland: drivers and future development

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cox's regression model for counting processes: A large sample study
• Survival analysis. Techniques for censored and truncated data
• On the graduations associated with a multiple state model for permanent health insurance
• Martingale-based residuals for survival models
• Partial likelihood
• The Efficiency of Cox's Likelihood Function for Censored Data
• The asymptotic information in censored survival data

This page was built for publication: Application of survival analysis methods to long-term care insurance.