Abstract: In this paper, we use a discrete time Phase-type process to model the health care cost of an insurance contract by considering all possible critical health states of an individual with constant interest rate. From the moment generating function of the NPV, we derive a recursive formula of this Markov Reward Model (MRM)
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order...
Ageing is a universal and ever-present biological phenomenon. Yet, describing the ageing mechanism i...
[eng] Health insurance companies accumulate a great wealth of historical data, including policyhold...
In the present paper we develop recursive algorithms to evaluate the distribution of the net present...
This is the author accepted manuscript. The final version is available from SAGE Publications via th...
In this paper, we are using multistate model to evaluate Long Term Care (LTC) health insurance contr...
The health of an individual is an important factor that affects the financial results of life insura...
Demographic developments have always been central to economic growth and welfare. One of the observe...
For life insurance and annuity products whose payoffs depend on the future mortality rates, there is...
This paper presents an analysis of the parameters used in a multi-state model for permanent health i...
Continuous-time state transition models may end up having large unwieldy structures when trying to r...
We investigate the dynamic relationship between several dimensions of health and health care expendi...
Continuous-time state transition models may end up having large unwieldy structures when trying to r...
Continuous-time state transition models may end up having large unwieldy structures when trying to r...
Aging societies have given rise to important challenges in the field of health insurance. Elderly po...
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order...
Ageing is a universal and ever-present biological phenomenon. Yet, describing the ageing mechanism i...
[eng] Health insurance companies accumulate a great wealth of historical data, including policyhold...
In the present paper we develop recursive algorithms to evaluate the distribution of the net present...
This is the author accepted manuscript. The final version is available from SAGE Publications via th...
In this paper, we are using multistate model to evaluate Long Term Care (LTC) health insurance contr...
The health of an individual is an important factor that affects the financial results of life insura...
Demographic developments have always been central to economic growth and welfare. One of the observe...
For life insurance and annuity products whose payoffs depend on the future mortality rates, there is...
This paper presents an analysis of the parameters used in a multi-state model for permanent health i...
Continuous-time state transition models may end up having large unwieldy structures when trying to r...
We investigate the dynamic relationship between several dimensions of health and health care expendi...
Continuous-time state transition models may end up having large unwieldy structures when trying to r...
Continuous-time state transition models may end up having large unwieldy structures when trying to r...
Aging societies have given rise to important challenges in the field of health insurance. Elderly po...
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order...
Ageing is a universal and ever-present biological phenomenon. Yet, describing the ageing mechanism i...
[eng] Health insurance companies accumulate a great wealth of historical data, including policyhold...