Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application
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References listed on IDEAS
- Janssen, J. & de Dominicis, R., 1984. "Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects," Insurance: Mathematics and Economics, Elsevier, vol. 3(3), pages 157-165, July.
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- Catalina Bolancé & Ramon Alemany & Montserrat Guillén, 2010.
"Prediction of the economic cost of individual long-term care in the Spanish population,"
IREA Working Papers
201011, University of Barcelona, Research Institute of Applied Economics, revised Sep 2010.
- Catalina Bolancé & Ramon Alemany & Montserrat Guillén, 2010. "Prediction of the economic cost of individual long-term care in the Spanish population," Working Papers XREAP2010-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Sep 2010.
- D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2013. "First and second order semi-Markov chains for wind speed modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1194-1201.
- Maegebier, Alexander, 2013. "Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 802-811.
- Andreas Niemeyer, 2015. "Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework," Risks, MDPI, Open Access Journal, vol. 3(1), pages 1-26, January.
- Guglielmo D’Amico & Montserrat Guillen & Raimondo Manca, 2012. "Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance," Working Papers XREAP2012-05, Xarxa de Referència en Economia Aplicada (XREAP), revised Mar 2012.
- D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2017. "Insuring wind energy production," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 542-553.
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KeywordsMulti state model Duration model;
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