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  • Search: subject:"Markovian Multi-State Model"
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Year of publication
Subject
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Aalen-Johansen Estimator 1 Disability risk 1 GEE 1 GLM 1 Internal models 1 LTC 1 Longevity risk 1 Markovian Multi-State Model 1 Markovian multi-state model 1 Premium 1 Pseudo-Values 1 Solvency II 1 Transition Probabilities 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Czado, Claudia 1 Gschlößl, Susanne 1 Helms, Florian 1 Levantesi, Susanna 1 Menzietti, Massimiliano 1
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Discussion Paper 1 Insurance: Mathematics and Economics 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Managing longevity and disability risks in life annuities with long term care
Levantesi, Susanna; Menzietti, Massimiliano - In: Insurance: Mathematics and Economics 50 (2012) 3, pp. 391-401
long term care benefits. These products are usually represented by a Markovian Multi-State model and are affected by both …
Persistent link: https://www.econbiz.de/10010572706
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Calculation of LTC Premiums based on direct estimates of transition probabilities
Helms, Florian; Czado, Claudia; Gschlößl, Susanne - 2004
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order to calculate … almost unbiased estimator for the transition matrix of a Markovian multi-state model, we calculate so-called pseudo …
Persistent link: https://www.econbiz.de/10010266182
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