Actuarial Models for Disability Insurance: A Multiple State Approach

ISBN-13: 9780849303890 / Angielski / Twarda / 1998 / 280 str.

Steven Haberman; E. Pitacco; Ermanno Pitacco

Opis

An examination of the actuarial structure of disability insurance, long-term care insurance, and critical illness coverage, including problems encountered in the design and development of such insurances. Actuarial problems such as pricing and reserving are considered within the context of multiple state modelling, providing a vigorous framework for analyzing personal insurance. The work offers an international perspective, discussing calculation methods used in various countries and reinterpreting them through the framework of multiple state modelling.

Spis treści

Preface
Introduction: A History of Multiple State Models and the Actuarial Contribution to Disability Insurance
Multiple State Models for Life and Other Contingencies: The Time-Continuous Approach
Multiple State Models for Life and Other Contingencies: The Time-Discrete Approach
Disability Insurance
The Graduation of Transition Intensities
Critical Illness Cover
Long-Term Care Insurance
Actuarial Models for AIDS
Indexing Benefits in Insurance Packages
References

O autorze

S Haberman, E Pitacco