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Cover Art
PRINTED BOOKS
Author Haberman, Steven, 1951-

Title Actuarial models for disability insurance / S. Haberman, E. Pitacco.

Published Boca Raton, FL : Chapman & Hall, [1999]
©1999

Copies

Location Call No. Status
 UniM Bail  368.38601 HABE    AVAILABLE
Physical description xviii, 280 pages : illustrations ; 24 cm
Bibliography Includes bibliographical references (pages [265]-274) and index.
Contents Introduction: a history of multiple state models and the actuarial contribution to disability insurance xiii -- Multiple state models xiii -- Applications to insurance xvi -- 1 Multiple state models for life and other contingencies: the time-continuous approach 1 -- 1.1 States and transitions 1 -- 1.2 Benefits and premiums 3 -- 1.4 Time-continuous Markov model 11 -- 1.6 Semi-Markov model 31 -- 1.7 Splitting of states 36 -- 1.8 Finding transition probabilities 40 -- 1.9 Increment-decrement tables 45 -- 1.10 Actuarial values of benefits 47 -- 1.11 Premiums and reserves 52 -- 1.13 Distributions of random present values 61 -- 2 Multiple state models for life and other contingencies: the time-discrete approach 66 -- 2.1 Time-discrete Markov model 66 -- 2.3 Splitting of states 71 -- 2.4 Actuarial values, premiums and reserves 72 -- 2.5 Emerging costs; profit testing 76 -- 3 Disability insurance 80 -- 3.1 Types of benefits 80 -- 3.2 General actuarial aspects concerning a disability annuity 84 -- 3.3 Some particular calculation procedures for disability annuities - I 100 -- 3.4 Some particular calculation procedures for disability insurance - II 119 -- 3.5 Permanent disability lump sums 138 -- 4 Graduation of transition intensities 145 -- 4.1 Introduction to graduation 145 -- 4.2 Crude estimates of the transition intensities 146 -- 4.3 Introduction to generalized linear models 149 -- 4.4 Graduation of transition intensities using generalized linear models 153 -- 4.5 Computational aspects of constructing a multiple state model 170 -- Appendix Modelling assumptions in graduation of [sigma subscript x] 171 -- 5 Critical illness cover 174 -- 5.1 Types of benefits; additional benefits and acceleration benefits 174 -- 5.2 A general multiple state model; the time-continuous approach 174 -- 5.3 Time-discrete approach 181 -- 6 Long-term care insurance 186 -- 6.1 Types of benefits 186 -- 6.2 A general multiple state model for LTC benefits - time-continuous approach 188 -- 6.3 Multiple state models for some LTC covers 190 -- 6.4 Time-discrete approach 200 -- 6.5 Some numerical examples 205 -- 7 Actuarial models for AIDS 215 -- 7.2 Institute of Actuaries AIDS Working Party model 217 -- 7.3 Dutch AIDS model 225 -- 7.4 Walter Reed Staging Method (WRSM) model 227 -- 7.5 Haberman model and disability insurance 229 -- 8 Indexing benefits in insurance packages 243 -- 8.2 Linking benefits and premiums to some index - a formal statement 244 -- 8.3 Practical aspects of benefit indexing in insurance packages 248.
Other author Pitacco, Ermanno.
Subject Disability insurance -- Statistical methods.
Insurance -- Mathematics.
ISBN 0849303893 (alk. paper)