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.
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| Datum: | 2006 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2006
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4468 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
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Stenberg, F. Manca, R. Silvestrov, D. 2009-11-11T15:29:19Z 2009-11-11T15:29:19Z 2006 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 https://nasplib.isofts.kiev.ua/handle/123456789/4468 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. This work was supported by the Graduate School in Mathematics and Computing (FMB) Sweden, Sparbanken Stiftelsen Nya, Knowledge Foundation, MIUR 2004133218, and Universit´a La Sapienza. en Інститут математики НАН України Semi-Markov reward models for disability insurance Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Semi-Markov reward models for disability insurance |
| spellingShingle |
Semi-Markov reward models for disability insurance Stenberg, F. Manca, R. Silvestrov, D. |
| 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 |
| author |
Stenberg, F. Manca, R. Silvestrov, D. |
| author_facet |
Stenberg, F. Manca, R. Silvestrov, D. |
| publishDate |
2006 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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 |
2025-12-07T19:07:05Z |
| last_indexed |
2025-12-07T19:07:05Z |
| _version_ |
1850877595629912064 |