A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach
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Publication:2157223
DOI10.1007/s13385-021-00285-yzbMath1492.91290OpenAlexW3166677169MaRDI QIDQ2157223
Jonas Hirz, Daniel Sirianni, Anselm Fleischmann
Publication date: 27 July 2022
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-021-00285-y
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05)
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