ACADSTAFF UGM
| Title | : | Valuation of Long Term Care (LTC) Health Insurance Contract Using Multistate Model |
| Author | : |
Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (1) |
| Date | : | 0 2011 |
| Keyword | : | Long Term Care,Markov chain,Multistate modeling Long Term Care,Markov chain,Multistate modeling |
| Abstract | : | In this paper, we are using multistate model to evaluate Long Term Care (LTC) health insurance contract. Some products in LTC contract such as stand alone Annuity, LTC as a rider benefit, Enhanced pension and Insurance package are discussed. We use Discrete Time Markov Chains (DTMC) to model health status of each of the patients. Every time, a patient is exposed to one of the status that already set in the status space, for example: health, ill and death. We also consider evaluating premiums and reserves generated by this model which also useful for the practioneers and insurance companies. |
| Group of Knowledge | : | Statistik |
| Original Language | : | Bahasa Indonesia |
| Level | : | Nasional |
| Status | : |
Published
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| No | Title | Action |
|---|---|---|
| 1 |
Jurnal Undip_Aditya Ronnie_full_dok.pdf
Document Type : [PAK] Full Dokumen
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