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Modelling Multi-State Processes Using A Markov Assumption
could be used when considering life insurance or annuity products. In the case of a simple whole life insurance ... payable upon transition to state 2. For a life annuity, a single premium is paid when the contract is ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
where } < (~ < }. Also, assume that/z6 = E(Xi - /L) s < oo and that ]f"(x)] is a convex function of x. ... Ei=l f(Yid), and define Let f ( ) i )= -1 m k = S(r , )} , k= 1, . . . , , , , . Constancy of the ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain