Semi-Markov reward models for disability insurance

A semi-Markov model for disability insurance is described. Statistical evidences of relevance semi-Markov setting are given. High order semi-Markov backward reward models are invented. Applications of these models to profit-risk analysis of disability insurance contracts are considered.

Збережено в:
Бібліографічні деталі
Дата:2006
Автори: Stenberg, F., Manca, R., Silvestrov, D.
Формат: Стаття
Мова:English
Опубліковано: Інститут математики НАН України 2006
Онлайн доступ:http://dspace.nbuv.gov.ua/handle/123456789/4468
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:Semi-Markov reward models for disability insurance / F. Stenberg, R. Manca, D. Silvestrov // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 239–254. — Бібліогр.: 34 назв.— англ.

Репозитарії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
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spelling irk-123456789-44682009-11-12T12:00:37Z Semi-Markov reward models for disability insurance Stenberg, F. Manca, R. Silvestrov, D. A semi-Markov model for disability insurance is described. Statistical evidences of relevance semi-Markov setting are given. High order semi-Markov backward reward models are invented. Applications of these models to profit-risk analysis of disability insurance contracts are considered. 2006 Article Semi-Markov reward models for disability insurance / F. Stenberg, R. Manca, D. Silvestrov // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 239–254. — Бібліогр.: 34 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4468 en Інститут математики НАН України
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
language English
description A semi-Markov model for disability insurance is described. Statistical evidences of relevance semi-Markov setting are given. High order semi-Markov backward reward models are invented. Applications of these models to profit-risk analysis of disability insurance contracts are considered.
format Article
author Stenberg, F.
Manca, R.
Silvestrov, D.
spellingShingle Stenberg, F.
Manca, R.
Silvestrov, D.
Semi-Markov reward models for disability insurance
author_facet Stenberg, F.
Manca, R.
Silvestrov, D.
author_sort Stenberg, F.
title Semi-Markov reward models for disability insurance
title_short Semi-Markov reward models for disability insurance
title_full Semi-Markov reward models for disability insurance
title_fullStr Semi-Markov reward models for disability insurance
title_full_unstemmed Semi-Markov reward models for disability insurance
title_sort semi-markov reward models for disability insurance
publisher Інститут математики НАН України
publishDate 2006
url http://dspace.nbuv.gov.ua/handle/123456789/4468
citation_txt Semi-Markov reward models for disability insurance / F. Stenberg, R. Manca, D. Silvestrov // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 239–254. — Бібліогр.: 34 назв.— англ.
work_keys_str_mv AT stenbergf semimarkovrewardmodelsfordisabilityinsurance
AT mancar semimarkovrewardmodelsfordisabilityinsurance
AT silvestrovd semimarkovrewardmodelsfordisabilityinsurance
first_indexed 2023-03-24T08:30:17Z
last_indexed 2023-03-24T08:30:17Z
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