Integral and differential equations for the moments of multistate models in health insurance
Year of publication: |
February-June 2017
|
---|---|
Authors: | Adékambi, Franck ; Christiansen, Marcus C. |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 1, p. 29-50
|
Subject: | multistate life insurance | semi-Markov model | conditional moments | Thiele's equation | numerical solution | Theorie | Theory | Lebensversicherung | Life insurance | Krankenversicherung | Health insurance | Stochastischer Prozess | Stochastic process | Momentenmethode | Method of moments |
-
Nonlinear reserving in life insurance : aggregation and mean-field approximation
Djehiche, Boualem, (2016)
-
Multivariate higher order moments in multi-state life insurance
Ahmad, Jamaal, (2022)
-
Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C., (2014)
- More ...
-
Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck, (2020)
-
Ruin probability for stochastic flows of financial contract under phase-type distribution
Adékambi, Franck, (2020)
-
Adékambi, Franck, (2021)
- More ...