A health insurance pricing model based on prevalence rates: application to critical illness insurance

DOI10.1016/j.insmatheco.2014.07.005zbMath1304.91089OpenAlexW1981014573MaRDI QIDQ2513633

Susanna Levantesi, Fabio Baione

Publication date: 28 January 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.07.005

zbMATH Keywords

transition intensitiesGompertz-Makehamcritical illness insuranceprevalence ratesmultiple state models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (6)

Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull ⋮ Health insurance risk assessment using cognitive mapping and multiple‐criteria decision analysis ⋮ Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits ⋮ Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach ⋮ Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures ⋮ Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness

Cites Work

• Unnamed Item
• Application of survival analysis methods to long-term care insurance.
• Multistate models in health insurance
• Actuarial models for pricing disability benefits: Towards a unifying approach
• Transition Intensities for a model for Permanent Health Insurance
• Monte Carlo Methods and Models in Finance and Insurance
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
• Markov Chain Models in Life Insurance

This page was built for publication: A health insurance pricing model based on prevalence rates: application to critical illness insurance