Document Type
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BL
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Record Number
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844985
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Main Entry
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Haberman, S.
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Title & Author
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Actuarial Models for Disability Insurance
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Publication Statement
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Boca Raton :: Routledge,, 2018.
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Page. NO
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1 online resource (300 pages)
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ISBN
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1351469045
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: 9781351469043
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Contents
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Cover; Half Title; Title Page; Copyright Page; Table of Contents; Preface; Introduction: a history of multiple state models and the actuarial contribution to disability insurance; Multiple state models; Applications to insurance; 1: Multiple state models for life and other contingencies: the time-continuous approach; 1.1 States and transitions; 1.2 Benefits and premiums; 1.3 Examples; 1.4 The time-continuous Markov model; 1.5 Examples; 1.6 The semi-Markov model; 1.7 Splitting of states; 1.8 Finding transition probabilities; 1.9 Increment-decrement tables; 1.10 Actuarial values of benefits
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1.11 Premiums and reserves1.12 Examples; 1.13 Distributions of random present values; 1.14 References and suggestions for further reading; 2: Multiple state models for life and other contingencies: the time-discrete approach; 2.1 The time-discrete Markov model; 2.2 Examples; 2.3 Splitting of states; 2.4 Actuarial values, premiums and reserves; 2.5 Emerging costs; profit testing; 2.6 References and suggestions for further reading; 3: Disability insurance; 3.1 Types of benefits; 3.2 General actuarial aspects concerning a disability annuity
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3.3 Some particular calculation procedures for disability annuities -- I3.4 Some particular calculation procedures for disability insurance -- II; 3.5 Permanent disability lump sums; 3.6 References and suggestions for further reading; 4: The graduation of transition intensities; 4.1 Introduction to graduation; 4.2 Crude estimates of the transition intensities; 4.3 Introduction to generalized linear models; 4.4 Graduation of transition intensities using generalized linear models; 4.5 Computational aspects of constructing a multiple state model; 4.6 References and suggestions for further reading
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7: Actuarial models for AIDS7.1 Introduction; 7.2 Institute of Actuaries AIDS Working Party model; 7.3 Dutch AIDS model; 7.4 Walter Reed Staging Method (WRSM) model; 7.5 Haberman model and disability insurance; Appendix; 8: Indexing benefits in insurance packages; 8.1 Introduction; 8.2 Linking benefits and premiums to some index -- a formal statement; 8.3 Practical aspects of benefit indexing in insurance packages; 8.4 Some examples; 8.5 Some numerical examples; 8.6 References and suggestions for further reading; Bibliography; Index
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Subject
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Actuarial science.
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Subject
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Disability insurance-- Statistical methods.
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Subject
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Actuarial science.
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Subject
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Disability insurance-- Statistical methods.
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Dewey Classification
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368.3/82
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LC Classification
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HD7105.2.H3 1999
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Added Entry
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Pitacco, E.
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