The recursive calculation of the moments of the profit on a sickness insurance policy
From MaRDI portal
Publication:923583
DOI10.1016/0167-6687(90)90021-5zbMath0711.62101OpenAlexW2015496486MaRDI QIDQ923583
Publication date: 1990
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(90)90021-5
calculation of momentsinvalidity modelpresent value of profitrecursive calculationsickness insurancethree-state continuous time semi-Markov process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral equations (65R20)
Related Items (6)
Actuarial equivalence ⋮ Some remarks concerning stochastic interest rates in relation to long term insurance policies ⋮ Sensitivity analysis of the moments of the profit on an Income Protection Policy ⋮ Stochastic Models for Continuing Care Retirement Communities ⋮ Stochastic Analysis of the Interaction Between Investment and Insurance Risks ⋮ The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming
Cites Work
This page was built for publication: The recursive calculation of the moments of the profit on a sickness insurance policy
