Semi-Markov reward models for disability insurance
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.
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| Datum: | 2006 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2006
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4468 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |