Actuarial models for disability insurance:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton [u.a.]
Chapman & Hall/CRC
1999
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVIII, 280 S. graph. Darst. |
| ISBN: | 0849303893 |
Internformat
MARC
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| 245 | 1 | 0 | |a Actuarial models for disability insurance |c S. Haberman ; E. Pitacco |
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| 650 | 4 | |a Assurance-invalidité - Méthodes statistiques | |
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| 650 | 7 | |a Seguro por invalidez (métodos estatísticos) |2 larpcal | |
| 650 | 4 | |a Actuarial science | |
| 650 | 4 | |a Disability insurance |x Statistical methods | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Preface ix
Introduction: a history of multiple state models and the actuarial
contribution to disability insurance xiii
Multiple state models xiii
Applications to insurance xvi
1 Multiple state models for life and other contingencies:
the time continuous approach 1
1.1 States and transitions 1
1.2 Benefits and premiums 3
1.3 Examples 4
1.4 The time continuous Markov model 11
1.5 Examples 20
1.6 The semi Markov model 31
1.7 Splitting of states 36
1.8 Finding transition probabilities 40
1.9 Increment decrement tables 45
1.10 Actuarial values of benefits 47
1.11 Premiums and reserves 52
1.12 Examples 54
1.13 Distributions of random present values 61
1.14 References and suggestions for further reading 65
2 Multiple state models for life and other contingencies:
the time discrete approach 66
2.1 The time discrete Markov model 66
2.2 Examples 68
2.3 Splitting of states 71
2.4 Actuarial values, premiums and reserves 72
2.5 Emerging costs; profit testing 76
vi Contents
2.6 References and suggestions for further reading 78
3 Disability insurance 80
3.1 Types of benefits 80
3.2 General actuarial aspects concerning a disability annuity 84
3.3 Some particular calculation procedures for disability
annuities 1 100
3.4 Some particular calculation procedures for disability
insurance II 119
3.5 Permanent disability lump sums 138
3.6 References and suggestions for further reading 142
4 The graduation of transition intensities 145
4.1 Introduction to graduation 145
4.2 Crude estimates of the transition intensities 146
4.3 Introduction to generalized linear models 149
4.4 Graduation of transition intensities using generalized
linear models 153
4.5 Computational aspects of constructing a multiple
state model 170
4.6 References and suggestions for further reading 171
Appendix: Modelling assumptions in graduation of ax 171
5 Critical illness cover 174
5.1 Types of benefits; additional benefits and acceleration
benefits 174
5.2 A general multiple state model; the time continuous
approach 174
5.3 The time discrete approach 181
5.4 References and suggestions for further reading 185
6 Long term care insurance 186
6.1 Types of benefits 186
6.2 A general multiple state model for LTC benefits
time continuous approach 188
6.3 Multiple state models for some LTC covers 190
6.4 The time discrete approach 200
6.5 Some numerical examples 205
6.6 References and suggestions for further reading 213
7 Actuarial models for AIDS 215
7.1 Introduction 215
7.2 Institute of Actuaries AIDS Working Party model 217
7.3 Dutch AIDS model 225
Contents vii
7.4 Walter Reed Staging Method (WRSM) model 227
7.5 Haberman model and disability insurance 229
Appendix 242
8 Indexing benefits in insurance packages 243
8.1 Introduction 243
8.2 Linking benefits and premiums to some index
a formal statement 244
8.3 Practical aspects of benefit indexing in insurance packages 248
8.4 Some examples 249
8.5 Some numerical examples 255
8.6 References and suggestions for further reading 262
Bibliography 265
Index 275
|
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| id | DE-604.BV012091824 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:21:34Z |
| institution | BVB |
| isbn | 0849303893 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008188782 |
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| physical | XVIII, 280 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Chapman & Hall/CRC |
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| spelling | Haberman, Steven Verfasser aut Actuarial models for disability insurance S. Haberman ; E. Pitacco Boca Raton [u.a.] Chapman & Hall/CRC 1999 XVIII, 280 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Assurance - Mathématiques Assurance-invalidité - Méthodes statistiques Seguro (aspectos matemáticos) larpcal Seguro por invalidez (métodos estatísticos) larpcal Actuarial science Disability insurance Statistical methods Berufsunfähigkeit (DE-588)4005951-0 gnd rswk-swf Rentenversicherung (DE-588)4049507-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Rentenversicherung (DE-588)4049507-3 s Berufsunfähigkeit (DE-588)4005951-0 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Pitacco, Ermanno 1947-2022 Verfasser (DE-588)138165246 aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008188782&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Haberman, Steven Pitacco, Ermanno 1947-2022 Actuarial models for disability insurance Assurance - Mathématiques Assurance-invalidité - Méthodes statistiques Seguro (aspectos matemáticos) larpcal Seguro por invalidez (métodos estatísticos) larpcal Actuarial science Disability insurance Statistical methods Berufsunfähigkeit (DE-588)4005951-0 gnd Rentenversicherung (DE-588)4049507-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4005951-0 (DE-588)4049507-3 (DE-588)4114528-8 |
| title | Actuarial models for disability insurance |
| title_auth | Actuarial models for disability insurance |
| title_exact_search | Actuarial models for disability insurance |
| title_full | Actuarial models for disability insurance S. Haberman ; E. Pitacco |
| title_fullStr | Actuarial models for disability insurance S. Haberman ; E. Pitacco |
| title_full_unstemmed | Actuarial models for disability insurance S. Haberman ; E. Pitacco |
| title_short | Actuarial models for disability insurance |
| title_sort | actuarial models for disability insurance |
| topic | Assurance - Mathématiques Assurance-invalidité - Méthodes statistiques Seguro (aspectos matemáticos) larpcal Seguro por invalidez (métodos estatísticos) larpcal Actuarial science Disability insurance Statistical methods Berufsunfähigkeit (DE-588)4005951-0 gnd Rentenversicherung (DE-588)4049507-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Assurance - Mathématiques Assurance-invalidité - Méthodes statistiques Seguro (aspectos matemáticos) Seguro por invalidez (métodos estatísticos) Actuarial science Disability insurance Statistical methods Berufsunfähigkeit Rentenversicherung Mathematisches Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008188782&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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