Premium valuation for a multiple state model containing manifold premium-paid states

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ID: 282819
2017
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Abstract
The aim of this contribution is to derive a general matrix formula for the net period premium paid in more than one state. For this purpose we propose to combine actuarial technics with the graph optimization methodology. The obtained result is useful for example to more advanced models of dread disease insurances allowing period premiums paid by both healthy and ill person (e.g. not terminally yet). As an application, we provide analysis of dread disease insurances against the risk of lung cancer based on the actual data for the Lower Silesian Voivodship in Poland.
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zmyślona2017premium Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Joanna Dębicka; Beata Zmyślona
Journal arXiv
Year 2017
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