Calibrating intensities for long-term care multiple-state Markov insurance model

DOI10.1007/s13385-015-0117-4zbMath1329.91060OpenAlexW1873666494MaRDI QIDQ903677

Anselm Fleischmann

Publication date: 15 January 2016

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

Full work available at URL: https://doi.org/10.1007/s13385-015-0117-4

zbMATH Keywords

model calibrationhealth insurancelong-term care insurancemultiple-state Markov insurance model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)

Related Items

A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach, Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland

Cites Work

• Multistate models in health insurance
• Lumpability and Commutativity of Markov Processes
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