1
-
2
of
2
results (0.39 seconds)
Sort By:
-
Actuarial Calculations Using a Markov Model
Actuarial Calculations Using a Markov Model This paper develops a general approach to actuarial calculations in applications that can be modeled as multi-state processes. Such situations arise ...- Authors: Bruce Jones
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
-
Modelling Multi-State Processes Using A Markov Assumption
Modelling Multi-State Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values may be calculated using a time-homogeneous Markov model. Piecewise ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain