Actuarial models for pricing disability benefits: Towards a unifying approach
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Publication:1902624
DOI10.1016/0167-6687(94)00030-IzbMath0841.62095OpenAlexW2010639994MaRDI QIDQ1902624
Publication date: 18 July 1996
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(94)00030-i
semi-Markov modelsdisability annuitiesdread disease insurancehealth insuranceslong term care annuitieslump sumsmultistate structurepermanent healthtime-continuous general model
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A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands ⋮ Multistate models in health insurance ⋮ Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective ⋮ Actuarial models for pricing disability benefits: Towards a unifying approach ⋮ Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland ⋮ Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits ⋮ Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) ⋮ Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach ⋮ A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data ⋮ Stochastic Models for Continuing Care Retirement Communities ⋮ Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process ⋮ A health insurance pricing model based on prevalence rates: application to critical illness insurance ⋮ Two approximations of the present value distribution of a disability annuity
Cites Work
- The actuarial treatment of the disability risk in Germany, Austria and Switzerland
- Pricing long term care insurance contracts
- Actuarial models for pricing disability benefits: Towards a unifying approach
- On the graduations associated with a multiple state model for permanent health insurance
- Some reflections on different disability models
- Markov Chain Models in Life Insurance
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