scientific article; zbMATH DE number 1323217

zbMath0935.62118MaRDI QIDQ4255119

Steven Haberman, Ermanno Pitacco

Publication date: 10 August 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

disability insurancepricinglong-term care insurancereservingmultiple state modelssemi-Markov stochastic processes

Mathematics Subject Classification ID

Related Items (56)

Multi-state models for evaluating conversion options in life insurance ⋮ Insuring wind energy production ⋮ A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands ⋮ MULTI-STATE MODELLING OF CUSTOMER CHURN ⋮ Multistate models in health insurance ⋮ The joint impact of fertility and unemployment on the level of state-aided pensions ⋮ Unnamed Item ⋮ De-risking long-term care insurance ⋮ LIFE CARE ANNUITIES (LCA) EMBEDDED IN A NOTIONAL DEFINED CONTRIBUTION (NDC) FRAMEWORK ⋮ CONTINUOUS-TIME SEMI-MARKOV INFERENCE OF BIOMETRIC LAWS ASSOCIATED WITH A LONG-TERM CARE INSURANCE PORTFOLIO ⋮ LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION ⋮ Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull ⋮ Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland ⋮ Care-dependent tontines ⋮ Product pricing and solvency capital requirements for long-term care insurance ⋮ Stochastic modelling of disability insurance in a multi-period framework ⋮ The use of phase-type models for disability insurance calculations ⋮ Converting retirement benefit into a life care annuity with graded benefits ⋮ Modelling of lung cancer survival data for critical illness insurances ⋮ 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) ⋮ Managing longevity and disability risks in life annuities with long term care ⋮ Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach ⋮ Cause-of-death mortality forecasting using adaptive penalized tensor decompositions ⋮ Calibrating intensities for long-term care multiple-state Markov insurance model ⋮ A multiple state model for the analysis of permanent health insurance claims by cause of disability. ⋮ Application of survival analysis methods to long-term care insurance. ⋮ Multistate Actuarial Models of Functional Disability ⋮ The Impact of Disability Insurance on a Portfolio of Life Insurances ⋮ Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application ⋮ A multiple state model for the working-age disabled population using cross-sectional data ⋮ A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data ⋮ Sensitivity analysis of the moments of the profit on an Income Protection Policy ⋮ Jump diffusion transition intensities in life insurance and disability annuity ⋮ Integrating long-term care insurance purchase decisions with saving and investment for retirement ⋮ An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance ⋮ An approach to the study of multistate insurance contracts ⋮ The premium and the risk of a life policy in the presence of interest rate fluctuations ⋮ Non-life rate-making with Bayesian GAMs ⋮ Pricing Funeral (Burial) Insurance in a Microinsurance World with Emphasis on Africa ⋮ A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process ⋮ NATURAL HEDGING IN LONG-TERM CARE INSURANCE ⋮ Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process ⋮ Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures ⋮ Epidemic risk and insurance coverage ⋮ A health insurance pricing model based on prevalence rates: application to critical illness insurance ⋮ Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance ⋮ Heterogeneity and uncertainty in a multistate framework ⋮ Some Notes on the Average Duration of an Income Protection Claim ⋮ A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds ⋮ Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities ⋮ Two approximations of the present value distribution of a disability annuity ⋮ On the forward rate concept in multi-state life insurance ⋮ Semi-Markov Disability Insurance Models ⋮ Mortality modeling using probability distributions. APPLICATION in greek mortality data ⋮ Modeling Disability in Long-Term Care Insurance

This page was built for publication: