Sensitivity analysis of the moments of the profit on an Income Protection Policy

DOI10.1002/asmb.766zbMath1224.91053OpenAlexW4251397515MaRDI QIDQ5391293

Isabel Maria Ferraz Cordeiro, Pedro Manuel Magalhães

Publication date: 6 April 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.766

zbMATH Keywords

sensitivity analysisnumerical algorithmmultiple state modelpremium rateincome protection policymoments of the profit

Mathematics Subject Classification ID

Cites Work

• The recursive calculation of the moments of the profit on a sickness insurance policy
• A multiple state model for the analysis of permanent health insurance claims by cause of disability.
• Some Notes on the Average Duration of an Income Protection Claim
• Some remarks concerning stochastic interest rates in relation to long term insurance policies
• Transition Intensities for a model for Permanent Health Insurance
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