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Calculation of LTC premiums based on direct estimates of transition probabilities

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1001 ‎$0‎MAPA20080101305‎$a‎Helms, Florian
24510‎$a‎Calculation of LTC premiums based on direct estimates of transition probabilities‎$c‎Florian Helms, Claudia Czado and Susanne Gschlöbl
5208 ‎$a‎Increasing 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
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65011‎$0‎MAPA20080591953‎$a‎Métodos actuariales
65011‎$0‎MAPA20080602444‎$a‎Matemática financiera
65011‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080554927‎$a‎Jubilación
65011‎$0‎MAPA20080611613‎$a‎Modelos probabílisticos
7001 ‎$0‎MAPA20080095680‎$a‎Czado, Claudia
7001 ‎$0‎MAPA20080193560‎$a‎Gschlöbl, Susanne
7730 ‎$w‎MAP20077000420‎$d‎Leuven, Belgium‎$g‎Vol. 35, nº 2, November 2005 ; p. 455-470‎$t‎Astin Bulletin