Modeling the effect of health: phase-type approach

DOI10.1007/S13385-014-0092-1zbMath1304.91105OpenAlexW1970823922MaRDI QIDQ487622

Guy Latouche, Maria Govorun

Publication date: 22 January 2015

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

Full work available at URL: https://doi.org/10.1007/s13385-014-0092-1

zbMATH Keywords

longevity riskpension fundsfinancial impact of healthphase-type aging modelpopulation selection

Mathematics Subject Classification ID

Mathematical geography and demography (91D20)

Related Items (3)

Bivariate Sarmanov phase-type distributions for joint lifetimes modeling ⋮ Physiological Age, Health Costs, and Their Interrelation ⋮ Phase-type aging modeling for health dependent costs

Uses Software

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• EMpht

Cites Work

• A subordinated Markov model for stochastic mortality
• A generalization of Panjer's recursion and numerically stable risk aggregation
• The determinants of mortality heterogeneity and implications for pricing annuities
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Estimating International Adverse Selection in Annuities
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• Unnamed Item

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