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Application of survival analysis methods to long-term care insurance

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  • Czado, Claudia
  • Rudolph, Florian

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  • Czado, Claudia & Rudolph, Florian, 2002. "Application of survival analysis methods to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 395-413, December.
    • Handle: RePEc:eee:insuma:v:31:y:2002:i:3:p:395-413
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    References listed on IDEAS

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    1. Renshaw, A. E. & Haberman, S., 1995. "On the graduations associated with a multiple state model for permanent health insurance," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 1-17, August.
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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. Frank van Berkum & Katrien Antonio & Michel Vellekoop, 2021. "Quantifying longevity gaps using micro‐level lifetime data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 548-570, April.
    3. Han Hu & Zhao Zhang, 2022. "Long-Term Care Services and Insurance System in China: An Evolutionary Game Analysis," Sustainability, MDPI, vol. 15(1), pages 1-22, December.
    4. C Pelletier & T J Chaussalet & H Xie, 2005. "A framework for predicting gross institutional long-term care cost arising from known commitments at local authority level," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(2), pages 144-152, February.
    5. Tomas, Julien & Planchet, Frédéric, 2013. "Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 573-589.
    6. Boumezoued, Alexandre & Karoui, Nicole El & Loisel, Stéphane, 2017. "Measuring mortality heterogeneity with multi-state models and interval-censored data," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 67-82.
    7. Guibert, Quentin & Planchet, Frédéric, 2018. "Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 21-36.
    8. Fuino, Michel & Wagner, Joël, 2020. "Duration of long-term care: Socio-economic factors, type of care interactions and evolution," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 151-168.
    9. 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.
    10. 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.

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