Select mortality and other durational effects modelled by partially observed Markov Chains

DOI10.1080/03461238.1990.10413880zbMath0763.62058OpenAlexW1977004730MaRDI QIDQ3990301

Christian Max Møller

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413880

zbMATH Keywords

five state time-inhomogeneous semi-Markov processKolmogorv backward differential equationsmulti-state insurance modelselect force of mortalityselect mortality tables for insured lives

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (2)

Stochastic Models for Continuing Care Retirement Communities ⋮ Applications of a multi-state risk factor/mortality model in life insurance

Cites Work

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