Experience rating in the classic Markov chain life insurance setting

DOI10.1007/s13385-019-00190-5zbMath1422.91347OpenAlexW2910703230WikidataQ128537499 ScholiaQ128537499MaRDI QIDQ2323664

Christian Furrer

Publication date: 3 September 2019

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-019-00190-5

zbMATH Keywords

empirical Bayesshrinkageexperience ratingclassic Markov chain life insurance settingmultivariate frailty

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05)

Related Items (1)

Extension of as-if-Markov modeling to scaled payments

Uses Software

• invGauss

Cites Work

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