Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models : application to LTC insurance
Year of publication: |
September 2018
|
---|---|
Authors: | Guibert, Quentin ; Planchet, Frédéric |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 21-36
|
Subject: | Multi-state model | Aalen-Johansen integral | Non-parametric estimator | Non-Markov process | LTC insurance | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
-
Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo, (2020)
-
Weidenhammer, Beate, (2016)
-
Chapter 60 Nonparametric Approaches to Auctions
Athey, Susan, (2007)
- More ...
-
Un cadre de référence pour un modèle interne partiel en assurance de personnes
Planchet, Frédéric, (2010)
-
Sorochynskyi, Oleksandr, (2024)
-
Main determinants of profit-sharing policy in the French life insurance industry
Borel-Mathurin, Fabrice, (2018)
- More ...