Durational effects and non-smooth semi-Markov models in life insurance
Helwich, Marko
1976-
aut
text
theses
Text
Hochschulschrift
gw
2007
monographic
XA-DE
2007
eng
Online-Ressource graph. Darst.
In considering life insurance contracts, durational effects may appear at two levels. The first is concerned with the underlying biometrical risk, meaning that dependencies of transition probabilities on the previous duration in a certain state can be observed. Secondly, there is a need for duration-depending actuarial payments. The model presented here, based on semi-Markov processes, allows one to directly model dependencies on the previous duration. Relying on real data, numerical examples dealing with disability insurance as well as German private health insurance outline the impact of using duration-depending transition rates.
vorgelegt von Marko Helwich
Rostock, Univ., Mathematisch-Naturwiss. Fak., Diss., 2008
510 360
85.03
31.73
http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2008-0056-4
http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2008-0056-4&pdf
http://nbn-resolving.de/urn:nbn:de:gbv:28-diss2008-0056-4
Durational effects and non-smooth semi-Markov models in life insurance
2007
Druck-Ausgabe
(DE-627)570387671
Helwich, Marko, 1976 -
urn:nbn:de:gbv:28-diss2008-0056-4
246684825
rakwb
DE-627
080627
570646820
20240709T234053.0
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