Publikation: Dissertationsschrift

Durational effects and non-smooth semi-Markov models in life insurance

Grunddaten
Links
Abstract
Autoren
Einrichtung

Grunddaten

Titel	Durational effects and non-smooth semi-Markov models in life insurance
Erscheinungsjahr	2007
Publikationsform	Elektronische Ressource
Publikationsart	Dissertationsschrift
Sprache	Englisch
Letzte Änderung	19.03.2013 10:45:27
Bearbeitungsstatus	durch UB Rostock abschließend validiert
Dauerhafte URL	http://purl.uni-rostock.de/fodb/pub/36944
Links zu Katalogen

Abstract

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.

Autor

Helwich, Marko

Externe Links

Beschreibung	Link
Link zur Online-Ressource	http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2008-0056-4
Link zur Online-Ressource	http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2008-0056-4&pdf
Link zur Online-Ressource	http://nbn-resolving.de/urn:nbn:de:gbv:28-diss2008-0056-4

Einrichtung

MNF/Institut für Mathematik (IfMA)