Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance
type: Item
instance of: scholarly article
title: Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance
zbMATH Open document ID: 1416.91181
author: Quentin Guibert
author: Frédéric Planchet
published in: Insurance Mathematics \& Economics
publication date: 2018-10-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 6958587
zbMATH Keywords: multi-state model
zbMATH Keywords: Aalen-Johansen integral
zbMATH Keywords: non-parametric estimator
zbMATH Keywords: non-Markov process
zbMATH Keywords: LTC insurance
describes a project that uses: SemiMarkov
describes a project that uses: R
describes a project that uses: mstate
describes a project that uses: p3state.msm
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.05.004
OpenAlex ID: W2602803856
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Wikidata QID: Q129626609
DOI: 10.1016/J.INSMATHECO.2018.05.004
description: scientific article; zbMATH DE number 6958587