<secondary-title/> </titles> <pages/> <volume/> <number/> <dates> <year>2012</year> <pub-dates> <date>2012</date> </pub-dates> </dates> <abstract>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.</abstract> </record> </records> </xml>