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Actuarial models for pricing disability benefits: Towards a unifying approach

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  • Pitacco, Ermanno

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  • Pitacco, Ermanno, 1995. "Actuarial models for pricing disability benefits: Towards a unifying approach," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 39-62, April.
    • Handle: RePEc:eee:insuma:v:16:y:1995:i:1:p:39-62
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    References listed on IDEAS

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    1. Levikson, B. & Mizrahi, G., 1994. "Pricing long term care insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 14(1), pages 1-18, April.
    2. Gregorius, F. K., 1993. "Disability insurance in The Netherlands," Insurance: Mathematics and Economics, Elsevier, vol. 13(2), pages 101-116, November.
    3. Segerer, Gunther, 1993. "The actuarial treatment of the disability risk in Germany, Austria and Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 13(2), pages 131-140, November.
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    Cited by:

    1. Fuino, Michel & Wagner, Joël, 2018. "Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 51-70.
    2. Martin Eling & Omid Ghavibazoo, 2019. "Research on long-term care insurance: status quo and directions for future research," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 303-356, April.
    3. Fersini, Paola & Melisi, Giuseppe, 2016. "Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 27-44.
    4. Maegebier, Alexander, 2013. "Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 802-811.
    5. Marcus Christiansen, 2012. "Multistate models in health insurance," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 155-186, June.
    6. Hsieh, Ming-hua & Wang, Jennifer L. & Chiu, Yu-Fen & Chen, Yen-Chih, 2018. "Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 246-254.
    7. Baione, Fabio & Levantesi, Susanna, 2014. "A health insurance pricing model based on prevalence rates: Application to critical illness insurance," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 174-184.
    8. Pablo Alonso González & Irene Albarrán Lozano, 2009. "Private long term care insurance: Theoretical approach and results applied to the Spanish case," Alcamentos 0902, Universidad de Alcalá, Departamento de Economía..
    9. Guglielmo D’Amico & Shakti Singh & Dharmaraja Selvamuthu, 2023. "Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits," Annals of Finance, Springer, vol. 19(3), pages 383-400, September.

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