Preface |
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ix | |
Introduction: a history of multiple state models and the actuarial contribution to disability insurance |
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xiii | |
Multiple state models |
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xiii | |
Applications to insurance |
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xvi | |
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Multiple state models for life and other contingencies: the time-continuous approach |
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1 | (65) |
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1 | (2) |
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3 | (1) |
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4 | (7) |
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The time-continous Markov model |
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11 | (9) |
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20 | (11) |
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31 | (5) |
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36 | (4) |
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Finding transition probabilities |
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40 | (5) |
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Increment-decrement tables |
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45 | (2) |
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Actuarial values of benefits |
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47 | (5) |
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52 | (2) |
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54 | (7) |
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Distributions of random present values |
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61 | (4) |
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References and suggestions for further reading |
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65 | (1) |
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Multiple state models for life and other contingencies: the time-discrete approach |
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66 | (14) |
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The time-discrete Markov model |
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66 | (2) |
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68 | (3) |
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71 | (1) |
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Actuarial values, premiums and reserves |
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72 | (4) |
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Emerging costs; profit testing |
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76 | (2) |
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References and suggestions for further reading |
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78 | (2) |
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80 | (65) |
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80 | (4) |
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General actuarial aspects concerning a disability annuity |
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84 | (16) |
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Some particular calculation procedures for disability annuities - I |
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100 | (19) |
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Some particular calculation procedures for disability insurance - II |
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119 | (19) |
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Permanent disability lump sums |
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138 | (4) |
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References and suggestions for further reading |
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142 | (3) |
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The graduation of transition intensities |
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145 | (29) |
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Introduction to graduation |
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145 | (1) |
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Crude estimates of the transition intensities |
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146 | (3) |
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Introduction to generalized linear models |
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149 | (4) |
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Graduation of transition intensities using generalized linear models |
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153 | (17) |
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Computational aspects of constructing a multiple state model |
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170 | (1) |
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References and suggestions for further reading |
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171 | (3) |
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Appendix: Modelling assumptions in graduation of σx |
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171 | (3) |
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174 | (12) |
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Types of benefits; additional benefits and acceleration benefits |
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174 | (1) |
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A general multiple state model; the time-continuous approach |
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174 | (7) |
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The time-discrete approach |
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181 | (4) |
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References and suggestions for further reading |
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185 | (1) |
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186 | (29) |
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186 | (2) |
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A general multiple state model for LTC benefits - time-continuous approach |
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188 | (2) |
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Multiple state models for some LTC covers |
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190 | (10) |
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The time-discrete approach |
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200 | (5) |
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205 | (8) |
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References and suggestions for further reading |
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213 | (2) |
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Actuarial models for AIDS |
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215 | (28) |
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215 | (2) |
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Institute of Actuaries AIDS Working Party model |
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217 | (8) |
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225 | (2) |
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Walter Reed Staging Method (WRSM) model |
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227 | (2) |
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Haberman model and disability insurance |
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229 | (14) |
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242 | (1) |
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Indexing benefits in insurance packages |
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243 | (22) |
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243 | (1) |
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Linking benefits and premiums to some index - a formal statement |
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244 | (4) |
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Practical aspects of benefit indexing in insurance packages |
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248 | (1) |
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249 | (6) |
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255 | (7) |
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References and suggestions for further reading |
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262 | (3) |
Bibliography |
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265 | (10) |
Index |
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275 | |