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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| Date: | 2006 |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4468 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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| _version_ | 1862728163236249600 |
|---|---|
| author | Stenberg, F. Manca, R. Silvestrov, D. |
| author_facet | Stenberg, F. Manca, R. Silvestrov, D. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-12-07T19:07:05Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4468 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T19:07:05Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | 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 |
| spellingShingle | Semi-Markov reward models for disability insurance Stenberg, F. Manca, R. Silvestrov, D. |
| title | 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_short | Semi-Markov reward models for disability insurance |
| title_sort | semi-markov reward models for disability insurance |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4468 |
| work_keys_str_mv | AT stenbergf semimarkovrewardmodelsfordisabilityinsurance AT mancar semimarkovrewardmodelsfordisabilityinsurance AT silvestrovd semimarkovrewardmodelsfordisabilityinsurance |