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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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Bibliographische Detailangaben
Datum:	2006
ISSN:	0321-3900
Hauptverfasser:	Stenberg, F., Manca, R., Silvestrov, D.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2006
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4468
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
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

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