Publikace: Actuarial model for pricing disability insurance policy
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Gogola, Ján
Kopecká, Lucie
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Masarykova univerzita
Abstrakt
The main objective of our contribution is to apply stochastic processes for disability policy that gives annuity benefit in case of temporary or permanent disability. We apply durational effect to the disable state, by splitting it into several states. Using the data supplied by the Continuous Mortality Investigation (CMI) we calculate the single and annual premiums for that policy.
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Klíčová slova
disability insurance, Markov process, semi-Markov process, splitting of states, nemocenské pojištění, Markovův proces, semi-Markovův proces, rozdělení stavů