An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance

Author:

Stenberg Fredrik,Manca Raimondo,Silvestrov Dmitrii

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference30 articles.

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3. CMIR12, (Continuous Mortality Investigation Report, no. 12), “The analysis of permanent health insurance data,” The Institute of Actuaries and the Faculty of Actuaries, 1991.

4. R. Consael, and J. Sonnenscheim, “Theorie mathematique des assurances des personnes. Modèle markovien,” Mitteilungen der Vereinigung schweizerischer Versincherungsmathematik vol.78 pp. 75–93, 1978.

5. E. Çinlar, “Markov renewal theory,” Advances in Applied Probability vol. 1 pp. 123–187, 1969.

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