| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260012124 |
| 003 | | | MAP |
| 005 | | | 20260422175110.0 |
| 008 | | | 260421e20260413che|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a11 |
| 100 | | | $0MAPA20260007175$aFurrer, Christian |
| 245 | 1 | 0 | $aBivariate phase-type distributions for experience rating in disability insurance$cChristian Furrer, Jacob Juhl Sørensen and Jorge Yslas |
| 520 | | | $aThe article develops advanced mixed Poisson regression models applied to experience rating in disability insurance. It introduces hierarchical gamma distributions and multivariate phase-type distributions to model heterogeneity and dependence between disability and recovery rates. Estimation algorithms based on EM and ECM are presented, together with a simulation study comparing the predictive performance of the different approaches. The results show that phase-type models offer greater flexibility and improved predictive performance, especially when complex dependencies exist between latent group effects |
| 650 | | 4 | $0MAPA20080603793$aSeguro de incapacidad |
| 650 | | 4 | $0MAPA20080564322$aTarificación |
| 650 | | 4 | $0MAPA20080592011$aModelos actuariales |
| 650 | | 4 | $0MAPA20080577841$aRiesgo aleatorio |
| 650 | | 4 | $0MAPA20080560447$aRendimiento |
| 700 | 1 | | $0MAPA20260007182$aSørensen, Jacob Juhl |
| 700 | 1 | | $0MAPA20260007199$aYslas, Jorge |
| 710 | 2 | | $0MAPA20180008764$aSpringer |
| 773 | 0 | | $wMAP20220007085$g13/04/2026 Número 16 issue 1 - abril 2026 , 37 p.$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022 |
