Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities

ASTIN Bulletin

Volumn 35, Issue 2, 2005, Pages 455-469

  Helms, Florian ^a   Czado, Claudia ^a   Gschlößl, Susanne ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Aalen Johansen Estimator; GEE; GLM; LTC; Markovian Multi State Model; Premium; Pseudo Values; Transition Probabilities

Indexed keywords

EID: 85011484699     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100014331     Document Type: Article

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