Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care
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Cited by:
- G. Apicella & A. Molent & M. Gaudenzi, 2024. "The Life Care Annuity: enhancing product features and refining pricing methods," Papers 2404.02858, arXiv.org, revised May 2024.
- Ventura-Marco, Manuel & Vidal-Meliá, Carlos & Pérez-Salamero González, Juan Manuel, 2023. "Joint life care annuities to help retired couples to finance the cost of long-term care," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 122-139.
- Manuel L. Esquível & Nadezhda P. Krasii & Gracinda R. Guerreiro, 2021. "Open Markov Type Population Models: From Discrete to Continuous Time," Mathematics, MDPI, vol. 9(13), pages 1-29, June.
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Keywords
multi-state models; long-term care insurance; transition intensities; life expectancy; monte carlo simulation;All these keywords.
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