QING, LIU; David, Pitt; Yan, Wang; Xueyuan, Wu - In: Asia-Pacific Journal of Risk and Insurance 7 (2012) 1, pp. 1-24
One of the main characteristics of Income Protection Insurance (IPI) claim duration data, which has not been considered in the actuarial literature on the topic, is left-truncation. Claimants that are observed are those whose sickness durations are longer than the deferred periods specified in...