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A long-term care multi-state Markov model revisited : a Markov chain Monte Carlo approach

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20220019859
003  MAP
005  20220701140847.0
008  220701e20220606che|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20220006682‎$a‎Fleischmann, Anselm
24510‎$a‎A long-term care multi-state Markov model revisited‎$b‎: a Markov chain Monte Carlo approach‎$c‎Anselm Fleischmann, Jonas Hirz, Daniel Sirianni
520  ‎$a‎A multi-state Markov model is calibrated to Austrian data on recipients of long-term care payments the amount of which depends on defined frailty state levels. In contrast to a predecessor paper by one of the authors (see Fleischmann in Eur Actuar J 5(2):327354, 2015), we are able to allow for different mortality intensities for different frailty states. A correction term is introduced in the mortality intensities' functional representation to deal with observed mortality humps around the retirement age for certain frailty levels. Parameter calibration is done using MCMC methods (adaptive MetropolisHastings-within-Gibbs). The results reveal a considerably better fit of refined to raw prevalence units than the original model of Fleischmann (Eur Actuar J 5(2):327354, 2015). Finally, the results are used to estimate the remaining healthy lifetime for certain ages, indicating slight but significant increases over the last 4 years.
650 4‎$0‎MAPA20080608606‎$a‎Simulación Monte Carlo
650 4‎$0‎MAPA20080576783‎$a‎Modelo de Markov
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
7001 ‎$0‎MAPA20220006699‎$a‎Hirz, Jonas
7730 ‎$w‎MAP20220007085‎$g‎06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 215-247‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022