000098299 001 __ 98299
000098299 005 __20141007063555.0
000098299 024 8_ $9 primocentral $9 driver $a oai:ddd.uab.cat:98299
000098299 035 __ $a oai:www.recercat.cat:2072/182670
000098299 041 __ $a eng
000098299 080 __ $a 336
000098299 100 1_ $a D’Amico, Guglielmo
000098299 245 10 $a Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance
000098299 260 __ $b Xarxa de Referència en Economia Aplicada (XREAP) $c 2012
000098299 300 __ $a 29 p.
000098299 520 __ $a In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.
000098299 540 __ $9 info:eu-repo/semantics/openAccess $a L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons: $u http://creativecommons.org/licenses/by/3.0/es/
000098299 546 __ $a Anglès.
000098299 650 _4 $a Disability insurance
000098299 650 _4 $a Markov processes
000098299 653 __ $a Assegurances d'invalidesa
000098299 653 __ $a Processos de Markov
000098299 655 _4 $a info:eu-repo/semantics/workingPaper
000098299 700 1_ $a Guillén, Montserrat
000098299 700 1_ $a Manca, Raimondo
000098299 710 1_ $a Xarxa de Referència en Economia Aplicada (XREAP)
000098299 762 18 $w hdl_2072_13171
000098299 830 __ $a XREAP ; $v 2012-05
000098299 856 40 $p 29 $s 377699 $u http://ddd.uab.cat/pub/estudis/2012/hdl_2072_182670/XREAP2012-05.pdf
000098299 856 42 $3 Adreça alternativa $u http://hdl.handle.net/2072/182670
000098299 980 __ $a ESTUDIS $b UAB