Continuous-time semi-Markov inference of biometric laws associated with a long-term care insurance portfolio
By Guillaume Biessy
Year of publication: |
2017
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Authors: | Biessy, Guillaume |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 2, p. 527-561
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Subject: | Long-term care insurance | continuous-time semi-Markov process | competing risks | maximum likelihood | mixture model | parametric model | Pflegeversicherung | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Risiko | Risk |
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