3 papers
stat.AP2023
Insurance pricing for breast cancer under different multiple state models
Ayse Arik, Andrew J. G. Cairns, Erengul Dodd +3
In this paper we consider pricing of insurance contracts for breast cancer risk based on three multiple state models. Using population data in England and data from the medical lit…
q-fin.RM2023
On Technical Bases and Surplus in Life Insurance
Oytun Haçarız, Torsten Kleinow, Angus S. Macdonald
We revisit surplus on general life insurance contracts, represented by Markov models. We classify technical bases in terms of boundary conditions in Thiele's equation(s), allowing…
stat.AP2023
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: A semi-Markov modelling approach
Ayse Arik, Andrew J. G. Cairns, Erengul Dodd +2
We propose a methodology to quantify the impact on breast cancer mortality of diagnostic delays caused by public health measures introduced as a response to the COVID-19 pandemic.…