Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process

Author:

Maegebier Alexander

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference25 articles.

1. Bull, O., 1980. Premium calculations for two disability lump sum contracts. In: Transactions of the 21st International Congress of Actuaries, Vol. 3, Zürich–Lausanne, pp. 45–51.

2. Disability risk and the value of disability insurance;Chandra,2005

3. Multistate models in health insurance;Christiansen;Advances in Statistical Analysis,2012

4. Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application;D’Amico;Insurance: Mathematics & Economics,2009

5. D’Amico, G., Petroni, F., Prattico, F., 2012. Performability analysis of the second order semi-Markov chains in state and duration for wind speed modeling. Presented at SMTDA in June 2012, http://www.smtda.net/images/1_SMTDA2012_Proceedings_D-J_119-338.pdf  (accessed 08.09.2013).

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