https://www.mdu.se/

Discrete Time Backward Semi-Markov Reward Processes and an Aplication to Disability Insurance Problems 2005 (English)Report (Other academic)

Abstract [en]

Semi-Markov reward backward processes are studied. Algorithms for evaluation of higher moments for rewards are described. Application to analysis of semi-Markov reward models of disability insurance contracts are considered.

Place, publisher, year, edition, pages

Västerås: Department of Mathematics and Physics, Mälardalen University , 2005. , p. 1-44

Series

Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, ISSN 1404-4978 ; 2005-1

Keywords [en]

semi-Markov reward process, higher moments, disability insurance

National Category

Probability Theory and Statistics

Identifiers

URN: urn:nbn:se:mdh:diva-3157OAI: oai:DiVA.org:mdh-3157DiVA, id: diva2:115821

Available from: 2008-02-29 Created: 2008-02-29 Last updated: 2015-07-30Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records

Silvestrov, D.

Search in DiVA

By author/editor

Silvestrov, D.

By organisation

Department of Mathematics and Physics

On the subject

Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle ScholarTotal: 68 hits