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  • Search: subject:"Multistate models"
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Year of publication
Subject
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multistate models 12 Theorie 6 Theory 6 Markov process 5 Multistate models 5 Life insurance 4 Markov chain 4 Markov-Kette 4 Cantelli theorem 3 Lebensversicherung 3 life insurance 3 surrender value 3 Actuarial multistate models 2 Betriebliche Sozialleistungen 2 Cyber risk 2 Employee benefits 2 Health insurance 2 Insurance 2 Krankenversicherung 2 Mortality 2 Risikomodell 2 Risk model 2 Sterblichkeit 2 Surrender value 2 event history analysis 2 Actuarial mathematics 1 Administrative data 1 Analysis 1 Backward stochastic differential equation 1 Chapmann-Kolmogorov¡¯s Equations 1 Chapmann-Kolmogorov’s Equations 1 Comparison 1 Contelli theorem 1 Cost-benefit analysis 1 Data security 1 Datensicherheit 1 First-order life tables 1 Fractional age assumptions 1 Gaussian process emulator 1 Gesundheitskosten 1
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Online availability
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Free 12 Undetermined 5
Type of publication
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Article 15 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 11 Undetermined 8
Author
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Christiansen, Marcus C. 5 Dhaene, Jan 4 Denuit, Michel M. 3 Addessi, M. Elena 2 Barracchini, Carla 2 Denuit, Michel 2 Putter, Hein 2 Aylin, Paul 1 Beyersmann, Jan 1 Bijak, Jakub 1 Bijwaard, Govert 1 Bottle, Alex 1 Cao, Viet Dung 1 Dharmarajan, Kumar 1 Djehiche, Boualem 1 Hilton, Jason 1 Hinchliffe, Sally R. 1 Ieva, Francesca 1 Jonsson, Stefan H. 1 Lambert, Paul C. 1 Löfdahl, Björn 1 Myrskylä, Mikko 1 Paganoni, Anna Maria 1 Raalte, Alyson van 1 Rønsen, Marit 1 Scherbov, Sergei 1 Schneider, Daniel 1 Schoen, Robert 1 Scott, David A. 1 Silverman, Eric 1 Steffensen, Mogens 1 Søe, Julie Bjørner 1 Ventura, Chiara Maria 1 Vianen, Harrie van 1 Willekens, Frans J. 1
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Institution
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Tinbergen Instituut 1
Published in...
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Demographic Research 7 Insurance / Mathematics & economics 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Discussion paper / Tinbergen Institute 1 Health care management science 1 Insurance: Mathematics and Economics 1 MPIDR working papers 1 Review of Economics & Finance 1 Review of economics & finance 1 Stata Journal 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
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Source
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RePEc 11 ECONIS (ZBW) 7 EconStor 1
Showing 11 - 19 of 19
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Regional variation in hospitalisation and mortality in heart failure : comparison of England and Lombardy using multistate modelling
Bottle, Alex; Ventura, Chiara Maria; Dharmarajan, Kumar; … - In: Health care management science 21 (2018) 2, pp. 292-304
Persistent link: https://www.econbiz.de/10011857981
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Nonlinear reserving in life insurance : aggregation and mean-field approximation
Djehiche, Boualem; Löfdahl, Björn - In: Insurance / Mathematics & economics 69 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011530874
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Reserve-dependent benefits and costs in life and health insurance constracts
Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - In: Insurance / Mathematics & economics 57 (2014), pp. 132-137
Persistent link: https://www.econbiz.de/10010402700
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Cyber risk and insurance coverage : an actuarial multistate approach
Barracchini, Carla; Addessi, M. Elena - In: Review of economics & finance (2014) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10010353495
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Flexible parametric illness-death models
Hinchliffe, Sally R.; Scott, David A.; Lambert, Paul C. - In: Stata Journal 13 (2013) 4, pp. 759-775
. Here we consider one of the simplest multistate models, the illness-death model. stpm2illd is a postestimation command used …
Persistent link: https://www.econbiz.de/10011002435
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Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
Christiansen, Marcus C.; Denuit, Michel M. - In: Insurance: Mathematics and Economics 52 (2013) 1, pp. 1-5
The present work complements the recent paper by Barz and Müller (2012). Specifically, upper and lower bounds are derived for the force of mortality when one-year death probabilities are given, assuming a monotonic, convex or concave shape. Based on these bounds, worst-case scenarios are...
Persistent link: https://www.econbiz.de/10011046599
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Fertility and Public Policies - Evidence from Norway and Finland
Rønsen, Marit - In: Demographic Research 10 (2004) 6, pp. 143-170
The relatively high and rising fertility rates of Nordic countries in the late 1980s and early 1990s sparked a renewed research interest in the possible pronatalistic effects of generous family policy programs. Several studies have addressed this issue, but few have tried to model policy effects...
Persistent link: https://www.econbiz.de/10005818139
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Marriage in Russia: a reconstruction
Scherbov, Sergei; Vianen, Harrie van - In: Demographic Research 10 (2004) 2, pp. 27-60
The micro census 1994 of the Russian Federation collected detailed marital histories for al respondents. This information made it possible to construct multistate marital tables for both male and female cohorts born since 1910 for the first time. Continuity and change in marital patterns over a...
Persistent link: https://www.econbiz.de/10005163203
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Estimating multistate transition rates from population distributions
Schoen, Robert; Jonsson, Stefan H. - In: Demographic Research 9 (2003) 1, pp. 1-24
The ability to estimate transition rates (or probabilities) from population distributions has many potential applications in demography. Iterative Proportional Fitting (IPF) has been used for such estimation, but lacks a meaningful behavioral, or demographic, foundation. Here a new approach,...
Persistent link: https://www.econbiz.de/10005163221
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