Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
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, pages 157-165.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Maegebier, Alexander, 2013. "Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process," Insurance: Mathematics and Economics, Elsevier, 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.
- 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.
- 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.
More about this item
KeywordsMulti state model Duration model;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:45:y:2009:i:2:p:173-179. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .