Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
type: Item
instance of: scholarly article
title: Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
zbMATH Open document ID: 1290.91096
author: Alexander Maegebier
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K20
zbMATH DE Number: 6306925
zbMATH Keywords: disability insurance
zbMATH Keywords: duration model
zbMATH Keywords: Markov reward process
zbMATH Keywords: higher moments
zbMATH Keywords: inter-arrival time
zbMATH Keywords: dependence
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.09.013
OpenAlex ID: W2041004371
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DOI: 10.1016/J.INSMATHECO.2013.09.013
description: scientific article; zbMATH DE number 6306925