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Calculation of LTC premiums based on direct estimates of transition probabilities
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MAP20071508503
Helms, Florian ‌
Calculation of LTC premiums based on direct estimates of transition probabilities / Florian Helms, Claudia Czado and Susanne Gschlöbl
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 scientist
En: Astin Bulletin. - Leuven, Belgium. - Vol. 35, nº 2, November 2005 ; p. 455-470
1. Cálculo actuarial ‌. 2. Métodos actuariales ‌. 3. Matemática financiera ‌. 4. Matemática del seguro ‌. 5. Jubilación ‌. 6. Modelos probabílisticos ‌. I. Czado, Claudia ‌. II. Gschlöbl, Susanne ‌. III. Title.