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Multistate models for long‐term care insurance and related indexing problems

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  • Ermanno Pitacco

Abstract

A time‐continuous, multistate approach is adopted for expressing the actuarial structure of long‐term care (LTC) insurance products. The problem of linking LTC benefits to some index is analysed in this framework. Copyright © 1999 John Wiley & Sons, Ltd.

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  • Ermanno Pitacco, 1999. "Multistate models for long‐term care insurance and related indexing problems," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 15(4), pages 429-441, October.
    • Handle: RePEc:wly:apsmbi:v:15:y:1999:i:4:p:429-441
    DOI: 10.1002/(SICI)1526-4025(199910/12)15:43.0.CO;2-J
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    Cited by:

    1. Eva Boj del Val & M. Mercè Claramunt Bielsa & Xavier Varea Soler, 2020. "Role of Private Long-Term Care Insurance in Financial Sustainability for an Aging Society," Sustainability, MDPI, vol. 12(21), pages 1-21, October.
    2. Martin Eling & Omid Ghavibazoo, 2019. "Research on long-term care insurance: status quo and directions for future research," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 303-356, April.
    3. Fersini, Paola & Melisi, Giuseppe, 2016. "Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 27-44.

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