Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application

DOI10.1016/J.INSMATHECO.2009.05.010zbMath1231.91169OpenAlexW1990433801MaRDI QIDQ659113

Guglielmo D'Amico, Raimondo Manca, Montserrat Guillen

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.05.010

zbMATH Keywords

duration modelmulti state model

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Related Items (12)

Multi-state models for evaluating conversion options in life insurance ⋮ Insuring wind energy production ⋮ Optimal long-term contracts with disability insurance under limited commitment ⋮ Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland ⋮ Robust observer-based control for discrete-time semi-Markov jump systems with actuator saturation ⋮ The Impact of Disability Insurance on a Portfolio of Life Insurances ⋮ A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION ⋮ Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process ⋮ A fractional multi-states model for insurance ⋮ Duration of long-term care: socio-economic factors, type of care interactions and evolution ⋮ Semi-Markov Disability Insurance Models ⋮ ROCOF of higher order for semi-Markov processes

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