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</title>
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<namePart>Helms, Florian</namePart>
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<namePart>Czado, Claudia</namePart>
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<namePart>Gschlöbl, Susanne</namePart>
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<abstract>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</abstract>
<note type="statement of responsibility">Florian Helms, Claudia Czado and Susanne Gschlöbl</note>
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<topic>Cálculo actuarial</topic>
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<topic>Métodos actuariales</topic>
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<topic>Matemática financiera</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<topic>Jubilación</topic>
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<topic>Modelos probabílisticos</topic>
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<title>Astin Bulletin</title>
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<publisher>Leuven, Belgium</publisher>
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<identifier type="local">MAP20077000420</identifier>
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<text>Vol. 35, nº 2, November 2005 ; p. 455-470</text>
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