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Calculation of LTC premiums based on direct estimates of transition probabilities
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Title: Calculation of LTC premiums based on direct estimates of transition probabilities / Florian Helms, Claudia Czado and Susanne GschlöblAuthor: Helms, Florian ‌
Notes: Increasing life expectancy and the demographic development in most industrialized countries challenge both social welfare and private insurance systems. The goal of this paper is to introduce an approach by Andersen et al. (2003) used in biostatistics to calculate the transition probabilities of a Markovian multi-state model to actuarial scientistRelated records: En: Astin Bulletin. - Leuven, Belgium. - Vol. 35, nº 2, November 2005 ; p. 455-470Materia / lugar / evento: Cálculo actuarial ‌Métodos actuariales ‌Matemática financiera ‌Matemática del seguro ‌Jubilación ‌Modelos probabílisticos ‌Otros autores: Czado, Claudia ‌
Gschlöbl, Susanne ‌
Other categories: 6
Rights: In Copyright (InC)