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Semi-Markov reward models for disability insurance
Репозиторій DSpace/Manakin
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Semi-Markov reward models for disability insurance
Посилання:
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.
Підтримка:
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.
Дата:
2006
Переглядів:
1424
Завантажень:
1247
Анотація:
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.
