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Projection models for health expenses

Author

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  • Christiansen, Marcus
  • Denuit, Michel
  • Lucas, Nathalie
  • Schmidt, Jan-Philipp

Abstract

This note proposes a practical way for modelling and projecting health insurance expenditures over short time horizons, based on observed historical data. The present study is motivated by a similar age structure generally observed for health insurance claim frequencies and yearly aggregate losses on the one hand and mortality on the other hand. As an application, the approach is illustrated for German historical inpatient costs provided by the Federal Financial Supervisory Authority. In particular, similarities and differences to mortality modelling are addressed.

Suggested Citation

  • Christiansen, Marcus & Denuit, Michel & Lucas, Nathalie & Schmidt, Jan-Philipp, 2018. "Projection models for health expenses," Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 185-203, March.
    • Handle: RePEc:cup:anacsi:v:12:y:2018:i:01:p:185-203_00
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    Cited by:

    1. Goecke, Oskar (Ed.) & Heep-Altiner, Maria (Ed.) & Knobloch, Ralf (Ed.) & Schiegl, Magda (Ed.) & Schmidt, Jan-Philipp (Ed.), 2018. "FaRis at ICA 2018 - Contributions to the International Congress of Actuaries 2018 in Berlin. Beiträge von FaRis Mitgliedern zum Weltkongress der Aktuare vom 4. bis zum 8. Juni 2018 in Berlin," Forschung am ivwKöln 5/2018, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies.
    2. Avalosse, Hervé & Denuit, Michel & Lucas, Nathalie, 2020. "Hospital inpatients costs dynamics at older ages: A frequency-severity approach," LIDAM Discussion Papers ISBA 2020027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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