{"title":"具有扩散型随机利率的多州健康保险模型中的准备金问题","authors":"Franck Adékambi","doi":"10.4314/SAAJ.V15I0.5","DOIUrl":null,"url":null,"abstract":"In this paper, we consider the Markovian model for the actuarial modelling of health insurance policies modified by the inclusion of durational effects (the time elapsed since entering a given state) on the aggregate payment streams, where the force of interest is a diffusion process. We derive differential equations for the first moment of the present value of the aggregate amount of benefits. We also give two examples to illustrate our results.","PeriodicalId":40732,"journal":{"name":"South African Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":0.1000,"publicationDate":"2015-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Reserves in the multi-state health insurance model with stochastic interest of diffusion type\",\"authors\":\"Franck Adékambi\",\"doi\":\"10.4314/SAAJ.V15I0.5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we consider the Markovian model for the actuarial modelling of health insurance policies modified by the inclusion of durational effects (the time elapsed since entering a given state) on the aggregate payment streams, where the force of interest is a diffusion process. We derive differential equations for the first moment of the present value of the aggregate amount of benefits. We also give two examples to illustrate our results.\",\"PeriodicalId\":40732,\"journal\":{\"name\":\"South African Actuarial Journal\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.1000,\"publicationDate\":\"2015-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"South African Actuarial Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4314/SAAJ.V15I0.5\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"South African Actuarial Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4314/SAAJ.V15I0.5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
Reserves in the multi-state health insurance model with stochastic interest of diffusion type
In this paper, we consider the Markovian model for the actuarial modelling of health insurance policies modified by the inclusion of durational effects (the time elapsed since entering a given state) on the aggregate payment streams, where the force of interest is a diffusion process. We derive differential equations for the first moment of the present value of the aggregate amount of benefits. We also give two examples to illustrate our results.
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