Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities

DOI10.2143/AST.35.2.2003462zbMath1097.62126OpenAlexW4234358526MaRDI QIDQ5490603

Susanne Gschlößl, Florian Helms, Claudia Czado

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.2.2003462

zbMATH Keywords

GEEAalen-Johansen estimatorpseudo-values

Mathematics Subject Classification ID

Related Items (8)

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 ⋮ Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance ⋮ Converting retirement benefit into a life care annuity with graded benefits ⋮ Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance ⋮ Measuring mortality heterogeneity with multi-state models and interval-censored data ⋮ 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

Cites Work

• Longitudinal data analysis using generalized linear models
• Generalised linear models for correlated pseudo-observations, with applications to multi-state models
• Bayesian Measures of Model Complexity and Fit
• Statistical models based on counting processes
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