Semi-Markov reward models for disability insurance

dc.contributor.author	Stenberg, F.
dc.contributor.author	Manca, R.
dc.contributor.author	Silvestrov, D.
dc.date.accessioned	2009-11-11T15:29:19Z
dc.date.available	2009-11-11T15:29:19Z
dc.date.issued	2006
dc.identifier.citation	Semi-Markov reward models for disability insurance / F. Stenberg, R. Manca, D. Silvestrov // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 239–254. — Бібліогр.: 34 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4468
dc.description.abstract	A semi-Markov model for disability insurance is described. Statistical evidences of relevance semi-Markov setting are given. High order semi-Markov backward reward models are invented. Applications of these models to proﬁt-risk analysis of disability insurance contracts are considered.	en_US
dc.description.sponsorship	This work was supported by the Graduate School in Mathematics and Computing (FMB) Sweden, Sparbanken Stiftelsen Nya, Knowledge Foundation, MIUR 2004133218, and Universit´a La Sapienza.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Semi-Markov reward models for disability insurance	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US