Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
Alexander Maegebier
| Year of publication: |
2013
|
|---|---|
| Authors: | Maegebier, Alexander |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 802-811
|
| Subject: | Disability insurance | Duration model | Markov reward process | Higher moments | Inter-arrival time | Dependence | Erwerbsminderungsrente | Disability benefits | Markov-Kette | Markov chain | Theorie | Theory | Dauer | Duration | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227825