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Semi-Markov reward models for disability insurance
Mälardalen University, Department of Mathematics and Physics.
Mälardalen University, Department of Mathematics and Physics.ORCID iD: 0000-0002-2626-5598
University of Rome, Italy. (University of Rome "La Sapienza", Italy)
2006 (English)In: Theory of Stochastic Processes, ISSN 0321-3900, Vol. 12(28), no 3-4, p. 239-254Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2006. Vol. 12(28), no 3-4, p. 239-254
Keywords [en]
semi-Markov reward backward model, disability insurance, profit-risk analysis
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:mdh:diva-3414OAI: oai:DiVA.org:mdh-3414DiVA, id: diva2:116078
Available from: 2008-02-29 Created: 2008-02-29 Last updated: 2017-02-15Bibliographically approved

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Silvestrov, Dmitrii

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